-18.3%
MKC vs TPG
+0.9%
-19.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.8% | +5.2% |
| 7D | +9.6% | +12.5% | -2.9% | +8.8% |
| 30D | +12.0% | +12.7% | -0.7% | +11.2% |
| 3M | -2.0% | +3.5% | -5.5% | -2.4% |
| 6M | +7.2% | +14.1% | -6.9% | +7.1% |
| YTD | -23.7% | -18.5% | -5.3% | -23.6% |
| 1Y | -18.3% | -1.8% | -16.5% | -20.5% |
| All | -18.3% | +0.9% | -19.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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