+1,779.8%
TSM vs MCK
+442.8%
+1,336.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.0% | -2.9% | +3.9% | +1.4% |
| 30D | +1.0% | +0.4% | +0.5% | +0.8% |
| 3M | +2.9% | +12.1% | -9.2% | +1.1% |
| 6M | +22.8% | -5.4% | +28.3% | +23.5% |
| YTD | +43.3% | +7.8% | +35.5% | +41.0% |
| 1Y | +69.2% | +22.9% | +46.2% | +62.9% |
| 3Y | +404.5% | +110.7% | +293.8% | +332.2% |
| 5Y | +282.2% | +346.2% | -64.0% | +171.8% |
| All | +1,779.8% | +442.8% | +1,336.9% | +1,139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling