+46.6%
TEM vs MKC
-19.5%
+66.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -8.7% | -1.5% | -7.2% | -8.4% |
| 30D | +8.1% | -3.1% | +11.2% | +8.4% |
| 3M | +19.0% | +5.2% | +13.8% | +17.2% |
| 6M | +12.0% | -12.8% | +24.8% | +15.7% |
| YTD | -0.1% | -23.3% | +23.2% | +6.8% |
| 1Y | -33.5% | -24.1% | -9.4% | -28.6% |
| All | +46.6% | -19.5% | +66.1% | +46.7% |
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 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