+84.4%
TSM vs MCK
+32.0%
+52.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +2.6% |
| 7D | +2.7% | +1.7% | +1.0% | +3.0% |
| 30D | +3.6% | +3.6% | 0.0% | +4.2% |
| 3M | -3.4% | +20.1% | -23.5% | -1.3% |
| 6M | +20.6% | -7.0% | +27.6% | +26.8% |
| YTD | +41.9% | +11.0% | +30.8% | +46.7% |
| 1Y | +84.4% | +31.8% | +52.5% | +88.1% |
| All | +84.4% | +32.0% | +52.4% | +88.1% |
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 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