+59.7%
TEM vs MKC
-18.6%
+78.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.2% | -4.3% | +7.6% | +4.0% |
| 30D | +23.5% | -2.0% | +25.5% | +23.7% |
| 3M | +32.3% | +10.0% | +22.3% | +29.3% |
| 6M | +23.0% | -18.5% | +41.5% | +29.6% |
| YTD | +8.9% | -22.4% | +31.3% | +16.1% |
| 1Y | -19.9% | -23.6% | +3.8% | -13.7% |
| All | +59.7% | -18.6% | +78.3% | +59.5% |
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