+59.6%
TXN vs MCK
+345.1%
-285.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -2.9% | +6.9% | +4.0% |
| 30D | -2.9% | +0.4% | -3.3% | -2.9% |
| 3M | -9.1% | +12.1% | -21.2% | -9.4% |
| 6M | +36.6% | -5.4% | +42.1% | +38.1% |
| YTD | +57.5% | +7.8% | +49.7% | +57.5% |
| 1Y | +49.5% | +22.9% | +26.6% | +47.4% |
| 3Y | +76.5% | +110.7% | -34.2% | +59.1% |
| All | +59.6% | +345.1% | -285.5% | +9.4% |
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