+280.2%
TSM vs MCK
+345.1%
-64.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.0% | -2.9% | +3.9% | +0.8% |
| 30D | +1.0% | +0.4% | +0.5% | +1.0% |
| 3M | +2.9% | +12.1% | -9.2% | +4.0% |
| 6M | +22.8% | -5.4% | +28.3% | +23.9% |
| YTD | +43.3% | +7.8% | +35.5% | +45.1% |
| 1Y | +69.2% | +22.9% | +46.2% | +72.5% |
| 3Y | +404.5% | +110.7% | +293.8% | +406.5% |
| All | +280.2% | +345.1% | -64.9% | +226.2% |
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