+47.6%
TSLA vs MCK
+345.1%
-297.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -2.9% | +6.1% | +3.0% |
| 30D | +11.6% | +0.4% | +11.2% | +11.6% |
| 3M | -8.4% | +12.1% | -20.5% | -7.7% |
| 6M | -10.4% | -5.4% | -4.9% | -9.5% |
| YTD | -18.7% | +7.8% | -26.5% | -17.9% |
| 1Y | -0.9% | +22.9% | -23.9% | -0.2% |
| 3Y | +33.6% | +110.7% | -77.2% | +27.2% |
| All | +47.6% | +345.1% | -297.5% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling