+72.6%
TEL vs MKC
-31.4%
+104.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -1.5% | +3.0% | +1.7% |
| 30D | -0.7% | -3.1% | +2.5% | -0.5% |
| 3M | +2.4% | +5.2% | -2.8% | +1.8% |
| 6M | +4.1% | -12.8% | +16.9% | +5.9% |
| YTD | -5.8% | -23.3% | +17.5% | -2.7% |
| 1Y | +0.9% | -24.1% | +25.0% | +4.4% |
| 3Y | +72.6% | -32.1% | +104.7% | +83.9% |
| All | +72.6% | -31.4% | +104.0% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling