-46.7%
TOST vs MKC
-32.5%
-14.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -0.9% | -4.3% | +3.5% | +0.1% |
| 30D | -3.5% | -2.0% | -1.4% | -3.0% |
| 3M | +38.1% | +10.0% | +28.1% | +35.3% |
| 6M | +9.9% | -18.5% | +28.4% | +14.4% |
| YTD | -6.3% | -22.4% | +16.2% | -1.8% |
| 1Y | -18.3% | -23.6% | +5.3% | -14.2% |
| 3Y | +59.7% | -30.4% | +90.2% | +70.3% |
| All | -46.7% | -32.5% | -14.3% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling