-20.7%
MKC vs TW
+211.4%
-232.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | -4.3% | -3.5% | -0.9% | -3.7% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | +10.0% | +4.9% | +5.1% | +8.6% |
| 6M | -18.5% | -17.1% | -1.4% | -15.7% |
| YTD | -22.4% | -3.9% | -18.6% | -22.5% |
| 1Y | -23.6% | -13.3% | -10.4% | -22.0% |
| 3Y | -30.4% | +20.9% | -51.3% | -35.2% |
| 5Y | -34.2% | +20.5% | -54.7% | -39.7% |
| All | -20.7% | +211.4% | -232.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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