+10.6%
TMO vs MKC
-33.0%
+43.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | -1.5% | +0.8% | -0.3% |
| 30D | +1.1% | -3.1% | +4.2% | +1.8% |
| 3M | +28.3% | +5.2% | +23.1% | +26.2% |
| 6M | +23.3% | -12.8% | +36.1% | +27.1% |
| YTD | +5.5% | -23.3% | +28.7% | +12.1% |
| 1Y | +24.5% | -24.1% | +48.7% | +32.7% |
| 3Y | +19.6% | -32.1% | +51.7% | +31.5% |
| All | +10.6% | -33.0% | +43.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling