+3,703.3%
TMO vs MCK
+6,818.8%
-3,115.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | +1.1% | +0.4% | +0.7% | +0.9% |
| 3M | +28.3% | +12.1% | +16.2% | +24.3% |
| 6M | +23.3% | -5.4% | +28.7% | +24.4% |
| YTD | +5.5% | +7.8% | -2.3% | +2.2% |
| 1Y | +24.5% | +22.9% | +1.6% | +16.3% |
| 3Y | +19.6% | +110.7% | -91.2% | -4.9% |
| 5Y | +8.1% | +346.2% | -338.1% | -30.7% |
| 10Y | +336.7% | +440.1% | -103.4% | +151.7% |
| All | +3,703.3% | +6,818.8% | -3,115.5% | +1,025.5% |
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