+668.7%
TEL vs MKC
+308.3%
+360.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -2.3% | -2.8% | +0.5% | -1.1% |
| 30D | -6.1% | -3.4% | -2.7% | -4.9% |
| 3M | +1.7% | +3.8% | -2.1% | -0.9% |
| 6M | +1.6% | -17.9% | +19.5% | +9.4% |
| YTD | -9.1% | -23.6% | +14.5% | +0.5% |
| 1Y | -1.7% | -23.1% | +21.4% | +7.6% |
| 3Y | +67.3% | -31.5% | +98.8% | +88.4% |
| 5Y | +52.1% | -33.1% | +85.2% | +68.2% |
| 10Y | +299.3% | +29.3% | +270.0% | +160.8% |
| All | +668.7% | +308.3% | +360.4% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling