+124.3%
TDG vs MKC
-33.0%
+157.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.7% |
| 30D | -7.7% | -3.1% | -4.6% | -7.3% |
| 3M | -9.3% | +5.2% | -14.5% | -10.2% |
| 6M | -9.4% | -12.8% | +3.4% | -7.5% |
| YTD | -14.3% | -23.3% | +9.0% | -10.6% |
| 1Y | -11.8% | -24.1% | +12.3% | -8.0% |
| 3Y | +52.0% | -32.1% | +84.1% | +62.7% |
| All | +124.3% | -33.0% | +157.3% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling