-18.3%
MKC vs TDY
+22.9%
-41.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.2% | +4.7% |
| 7D | +9.6% | -5.0% | +14.6% | +8.8% |
| 30D | +12.0% | +2.0% | +10.0% | +12.2% |
| 3M | -2.0% | -7.7% | +5.7% | -3.2% |
| 6M | +7.2% | -0.9% | +8.1% | +7.0% |
| YTD | -23.7% | +23.7% | -47.5% | -21.6% |
| 1Y | -18.3% | +23.6% | -41.9% | -15.9% |
| All | -18.3% | +22.9% | -41.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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