-32.1%
MKC vs TDY
+46.9%
-79.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -1.5% | -1.1% | -0.3% | -1.4% |
| 30D | -3.1% | -12.0% | +8.9% | -2.0% |
| 3M | +5.2% | -3.2% | +8.4% | +5.2% |
| 6M | -12.8% | -7.9% | -5.0% | -12.1% |
| YTD | -23.3% | +18.2% | -41.5% | -26.2% |
| 1Y | -24.1% | +6.7% | -30.8% | -25.6% |
| 3Y | -32.1% | +47.5% | -79.7% | -38.1% |
| All | -32.1% | +46.9% | -79.0% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling