+36.7%
TMUS vs MCK
+112.3%
-75.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +0.4% | -2.9% | +3.4% | +0.8% |
| 30D | +3.5% | +0.4% | +3.1% | +3.5% |
| 3M | -1.3% | +12.1% | -13.4% | -2.8% |
| 6M | -13.6% | -5.4% | -8.2% | -13.3% |
| YTD | -8.8% | +7.8% | -16.5% | -10.2% |
| 1Y | -22.9% | +22.9% | -45.8% | -25.9% |
| 3Y | +36.7% | +110.7% | -74.0% | +22.7% |
| All | +36.7% | +112.3% | -75.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling