+5.4%
TEM vs MKC
-25.8%
+31.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.8% | -5.4% |
| 7D | -5.9% | -3.0% | -2.9% | -6.5% |
| 30D | +4.8% | +4.8% | 0.0% | +5.9% |
| 3M | +31.9% | -12.8% | +44.7% | +27.8% |
| 6M | +56.0% | +5.0% | +51.0% | +59.2% |
| YTD | +21.3% | -29.1% | +50.3% | +6.7% |
| 1Y | +5.4% | -26.4% | +31.8% | -5.9% |
| All | +5.4% | -25.8% | +31.2% | -5.9% |
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 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