-9.3%
TDG vs MKC
-23.4%
+14.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.3% |
| 7D | -2.0% | -5.9% | +3.9% | -2.3% |
| 30D | -7.4% | -0.9% | -6.5% | -7.3% |
| 3M | -5.4% | +12.7% | -18.1% | -4.8% |
| 6M | -11.6% | -19.3% | +7.7% | -12.8% |
| YTD | -12.6% | -22.2% | +9.5% | -12.8% |
| 1Y | -9.3% | -23.3% | +14.0% | -10.3% |
| All | -9.3% | -23.4% | +14.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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