+49.5%
TXN vs MCK
+25.1%
+24.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -2.9% | +6.9% | +3.5% |
| 30D | -2.9% | +0.4% | -3.3% | -2.8% |
| 3M | -9.1% | +12.1% | -21.2% | -7.2% |
| 6M | +36.6% | -5.4% | +42.1% | +41.1% |
| YTD | +57.5% | +7.8% | +49.7% | +63.1% |
| 1Y | +49.5% | +22.9% | +26.6% | +47.7% |
| All | +49.5% | +25.1% | +24.4% | +47.7% |
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