-10.5%
TEM vs MKC
-18.2%
+7.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -1.6% |
| 7D | -1.3% | +9.6% | -10.9% | +0.8% |
| 30D | -9.5% | +12.0% | -21.5% | -7.2% |
| 3M | +60.7% | -2.0% | +62.7% | +59.8% |
| 6M | +35.5% | +7.2% | +28.3% | +37.5% |
| YTD | +28.0% | -23.7% | +51.8% | +15.4% |
| 1Y | -10.5% | -18.3% | +7.8% | -19.2% |
| All | -10.5% | -18.2% | +7.7% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling