+69.5%
T vs MCK
+345.1%
-275.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | +7.5% | +0.4% | +7.0% | +7.4% |
| 3M | +14.8% | +12.1% | +2.7% | +12.8% |
| 6M | -1.7% | -5.4% | +3.7% | -1.3% |
| YTD | +8.7% | +7.8% | +0.9% | +6.7% |
| 1Y | -7.5% | +22.9% | -30.4% | -11.3% |
| 3Y | +110.2% | +110.7% | -0.5% | +80.7% |
| All | +69.5% | +345.1% | -275.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling