+33.6%
TSLA vs MCK
+112.3%
-78.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -2.9% | +6.1% | +2.6% |
| 30D | +11.6% | +0.4% | +11.2% | +11.7% |
| 3M | -8.4% | +12.1% | -20.5% | -6.1% |
| 6M | -10.4% | -5.4% | -4.9% | -9.4% |
| YTD | -18.7% | +7.8% | -26.5% | -16.4% |
| 1Y | -0.9% | +22.9% | -23.9% | +3.9% |
| 3Y | +33.6% | +110.7% | -77.2% | +64.9% |
| All | +33.6% | +112.3% | -78.7% | +64.9% |
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