-46.4%
TOST vs MKC
-39.0%
-7.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -4.7% | -7.3% | +2.6% | -2.8% |
| 30D | +8.5% | +4.0% | +4.5% | +7.6% |
| 3M | -1.6% | -11.5% | +9.9% | +1.2% |
| 6M | +44.1% | +1.1% | +43.0% | +44.0% |
| YTD | -5.6% | -29.9% | +24.3% | +1.2% |
| 1Y | -12.6% | -27.0% | +14.4% | -7.4% |
| 3Y | +137.6% | -22.3% | +159.9% | +143.4% |
| 5Y | -30.4% | -36.0% | +5.6% | -29.3% |
| All | -46.4% | -39.0% | -7.4% | -43.1% |
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