-53.1%
TE vs MKC
-27.3%
-25.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.1% |
| 30D | -5.9% | -3.1% | -2.8% | -6.1% |
| 3M | -45.6% | +5.2% | -50.8% | -45.3% |
| 6M | -43.4% | -12.8% | -30.5% | -43.2% |
| YTD | -31.0% | -23.3% | -7.7% | -31.0% |
| 1Y | +145.2% | -24.1% | +169.3% | +145.2% |
| 3Y | -24.1% | -32.1% | +8.1% | -24.9% |
| 5Y | -48.1% | -32.8% | -15.3% | -49.5% |
| All | -53.1% | -27.3% | -25.7% | -54.2% |
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