-40.9%
TSCO vs MCK
+32.0%
-72.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +0.8% | +1.7% | -1.0% | +0.6% |
| 30D | +5.5% | +3.6% | +1.8% | +5.1% |
| 3M | +20.0% | +20.1% | -0.1% | +17.7% |
| 6M | -29.8% | -7.0% | -22.8% | -30.6% |
| YTD | -28.7% | +11.0% | -39.7% | -29.6% |
| 1Y | -40.9% | +31.8% | -72.7% | -43.5% |
| All | -40.9% | +32.0% | -72.9% | -43.5% |
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 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