+199.8%
TER vs MCK
+32.0%
+167.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +4.9% |
| 7D | +0.6% | +1.7% | -1.2% | +1.3% |
| 30D | -8.3% | +3.6% | -11.9% | -6.8% |
| 3M | -12.2% | +20.1% | -32.3% | -6.3% |
| 6M | +17.0% | -7.0% | +24.1% | +28.1% |
| YTD | +84.6% | +11.0% | +73.6% | +103.1% |
| 1Y | +199.8% | +31.8% | +168.0% | +246.1% |
| All | +199.8% | +32.0% | +167.8% | +246.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling