+216.4%
TER vs MCK
+345.1%
-128.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +6.4% | -2.9% | +9.3% | +5.9% |
| 30D | -5.7% | +0.4% | -6.1% | -5.5% |
| 3M | -0.4% | +12.1% | -12.5% | +1.6% |
| 6M | +25.8% | -5.4% | +31.3% | +28.5% |
| YTD | +96.4% | +7.8% | +88.6% | +101.4% |
| 1Y | +229.2% | +22.9% | +206.3% | +239.6% |
| 3Y | +288.1% | +110.7% | +177.4% | +285.6% |
| All | +216.4% | +345.1% | -128.7% | +176.0% |
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