+148.6%
TE vs MKC
-23.4%
+172.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.8% |
| 7D | -4.0% | -5.9% | +1.9% | -7.2% |
| 30D | -15.9% | -0.9% | -15.0% | -16.1% |
| 3M | -60.5% | +12.7% | -73.3% | -57.5% |
| 6M | -35.2% | -19.3% | -15.9% | -40.9% |
| YTD | -31.1% | -22.2% | -9.0% | -37.9% |
| 1Y | +148.6% | -23.3% | +172.0% | +143.7% |
| All | +148.6% | -23.4% | +172.1% | +143.7% |
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