-48.5%
TE vs MKC
-33.9%
-14.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.8% |
| 7D | +0.9% | -2.8% | +3.7% | +0.6% |
| 30D | -16.3% | -3.4% | -12.9% | -16.5% |
| 3M | -40.8% | +3.8% | -44.5% | -40.4% |
| 6M | -42.6% | -17.9% | -24.7% | -42.4% |
| YTD | -31.4% | -23.6% | -7.8% | -31.4% |
| 1Y | +144.9% | -23.1% | +168.0% | +144.9% |
| 3Y | -26.0% | -31.5% | +5.5% | -27.4% |
| 5Y | -48.5% | -33.1% | -15.4% | -50.7% |
| All | -48.5% | -33.9% | -14.5% | -50.7% |
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 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