+13,773.0%
TSM vs MCK
+1,925.4%
+11,847.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | +1.0% | +0.4% | +0.5% | +0.7% |
| 3M | +2.9% | +12.1% | -9.2% | -0.4% |
| 6M | +22.8% | -5.4% | +28.3% | +23.2% |
| YTD | +43.3% | +7.8% | +35.5% | +39.0% |
| 1Y | +69.2% | +22.9% | +46.2% | +58.6% |
| 3Y | +404.5% | +110.7% | +293.8% | +305.4% |
| 5Y | +282.2% | +346.2% | -64.0% | +149.8% |
| 10Y | +1,806.1% | +440.1% | +1,365.9% | +1,022.4% |
| All | +13,773.0% | +1,925.4% | +11,847.6% | +4,829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling