+5,042.5%
TER vs MCK
+6,818.8%
-1,776.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +6.4% | -2.9% | +9.3% | +7.3% |
| 30D | -5.7% | +0.4% | -6.1% | -6.0% |
| 3M | -0.4% | +12.1% | -12.5% | -5.1% |
| 6M | +25.8% | -5.4% | +31.3% | +25.5% |
| YTD | +96.4% | +7.8% | +88.6% | +87.4% |
| 1Y | +229.2% | +22.9% | +206.3% | +200.3% |
| 3Y | +288.1% | +110.7% | +177.4% | +188.1% |
| 5Y | +219.9% | +346.2% | -126.2% | +81.4% |
| 10Y | +1,875.0% | +440.1% | +1,434.9% | +888.4% |
| All | +5,042.5% | +6,818.8% | -1,776.2% | +1,331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling