-26.5%
TMUS vs MCK
+32.0%
-58.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.4% |
| 7D | +0.1% | +1.7% | -1.7% | 0.0% |
| 30D | +5.3% | +3.6% | +1.6% | +5.1% |
| 3M | +3.1% | +20.1% | -16.9% | +2.3% |
| 6M | -16.5% | -7.0% | -9.4% | -17.3% |
| YTD | -9.2% | +11.0% | -20.2% | -10.0% |
| 1Y | -26.5% | +31.8% | -58.3% | -29.1% |
| All | -26.5% | +32.0% | -58.5% | -29.1% |
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