+45.9%
TEM vs MKC
-19.9%
+65.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -9.2% | -2.8% | -6.3% | -8.7% |
| 30D | +5.5% | -3.4% | +8.9% | +5.9% |
| 3M | +18.7% | +3.8% | +14.9% | +17.2% |
| 6M | +15.4% | -17.9% | +33.3% | +21.1% |
| YTD | -0.5% | -23.6% | +23.1% | +6.4% |
| 1Y | -24.8% | -23.1% | -1.8% | -20.1% |
| All | +45.9% | -19.9% | +65.8% | +46.1% |
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