+991.1%
MKC vs TDY
+6,969.6%
-5,978.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -3.4% | -12.5% | +9.1% | -1.9% |
| 3M | +3.8% | -0.8% | +4.6% | +3.7% |
| 6M | -17.9% | -9.0% | -9.0% | -17.3% |
| YTD | -23.6% | +16.8% | -40.4% | -25.3% |
| 1Y | -23.1% | +9.5% | -32.5% | -24.3% |
| 3Y | -31.5% | +45.4% | -76.9% | -35.1% |
| 5Y | -33.1% | +37.8% | -70.9% | -36.5% |
| 10Y | +29.3% | +470.2% | -440.9% | +4.1% |
| All | +991.1% | +6,969.6% | -5,978.6% | +750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling