-23.0%
TNA vs MKC
-33.0%
+10.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -7.3% | -1.5% | -5.8% | -6.6% |
| 30D | -14.2% | -3.1% | -11.1% | -13.1% |
| 3M | -4.6% | +5.2% | -9.8% | -8.0% |
| 6M | +36.9% | -12.8% | +49.7% | +45.6% |
| YTD | +42.5% | -23.3% | +65.8% | +61.2% |
| 1Y | +45.8% | -24.1% | +69.9% | +64.6% |
| 3Y | +104.7% | -32.1% | +136.8% | +148.1% |
| All | -23.0% | -33.0% | +10.0% | -1.4% |
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