+1,199.2%
TNA vs MKC
+383.2%
+815.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.2% |
| 7D | -7.6% | -2.8% | -4.8% | -4.5% |
| 30D | -13.6% | -3.4% | -10.2% | -10.8% |
| 3M | +2.8% | +3.8% | -0.9% | -4.8% |
| 6M | +34.5% | -17.9% | +52.4% | +58.9% |
| YTD | +41.0% | -23.6% | +64.7% | +75.1% |
| 1Y | +52.0% | -23.1% | +75.1% | +82.6% |
| 3Y | +103.5% | -31.5% | +135.0% | +167.8% |
| 5Y | -22.5% | -33.1% | +10.6% | -3.6% |
| 10Y | +81.9% | +29.3% | +52.6% | -38.9% |
| All | +1,199.2% | +383.2% | +815.9% | -81.6% |
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