+404.5%
TSM vs MCK
+112.3%
+292.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.0% | -2.9% | +3.9% | +0.5% |
| 30D | +1.0% | +0.4% | +0.5% | +1.1% |
| 3M | +2.9% | +12.1% | -9.2% | +5.3% |
| 6M | +22.8% | -5.4% | +28.3% | +24.2% |
| YTD | +43.3% | +7.8% | +35.5% | +47.1% |
| 1Y | +69.2% | +22.9% | +46.2% | +77.8% |
| 3Y | +404.5% | +110.7% | +293.8% | +478.1% |
| All | +404.5% | +112.3% | +292.2% | +478.1% |
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 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