+310.8%
TMUS vs MCK
+1,610.4%
-1,299.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -5.3% | -3.6% | -1.7% | -4.0% |
| 30D | +0.1% | +1.4% | -1.4% | -0.6% |
| 3M | -0.6% | +13.8% | -14.4% | -5.7% |
| 6M | -17.5% | -5.2% | -12.4% | -16.5% |
| YTD | -11.3% | +9.0% | -20.3% | -15.6% |
| 1Y | -25.4% | +26.9% | -52.3% | -33.4% |
| 3Y | +35.5% | +114.7% | -79.2% | -4.1% |
| 5Y | +41.9% | +347.1% | -305.2% | -26.2% |
| 10Y | +317.8% | +446.4% | -128.6% | +82.4% |
| All | +310.8% | +1,610.4% | -1,299.6% | -8.1% |
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 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