+309.3%
TEL vs MKC
+29.9%
+279.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -1.5% | +3.0% | +2.0% |
| 30D | -0.7% | -3.1% | +2.5% | 0.0% |
| 3M | +2.4% | +5.2% | -2.8% | +0.7% |
| 6M | +4.1% | -12.8% | +16.9% | +7.2% |
| YTD | -5.8% | -23.3% | +17.5% | 0.0% |
| 1Y | +0.9% | -24.1% | +25.0% | +7.1% |
| 3Y | +72.6% | -32.1% | +104.7% | +87.1% |
| 5Y | +57.5% | -32.8% | +90.3% | +68.9% |
| All | +309.3% | +29.9% | +279.5% | +267.6% |
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