+537.0%
TDG vs MKC
+29.9%
+507.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | -9.3% | +5.2% | -14.5% | -10.4% |
| 6M | -9.4% | -12.8% | +3.4% | -7.3% |
| YTD | -14.3% | -23.3% | +9.0% | -10.3% |
| 1Y | -11.8% | -24.1% | +12.3% | -7.7% |
| 3Y | +52.0% | -32.1% | +84.1% | +61.9% |
| 5Y | +128.8% | -32.8% | +161.6% | +141.5% |
| All | +537.0% | +29.9% | +507.1% | +488.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling