+8,096.9%
TMO vs MKC
+3,311.3%
+4,785.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | -0.3% | -3.4% | +3.1% | +0.5% |
| 3M | +25.3% | +3.8% | +21.5% | +23.6% |
| 6M | +20.9% | -17.9% | +38.8% | +26.6% |
| YTD | +4.3% | -23.6% | +27.9% | +10.9% |
| 1Y | +27.0% | -23.1% | +50.1% | +34.7% |
| 3Y | +17.5% | -31.5% | +49.0% | +27.5% |
| 5Y | +6.9% | -33.1% | +40.0% | +15.5% |
| 10Y | +332.0% | +29.3% | +302.7% | +289.5% |
| All | +8,096.9% | +3,311.3% | +4,785.6% | +4,377.3% |
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