-5.5%
TOST vs MKC
-25.8%
+20.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | +16.2% | +4.8% | +11.4% | +15.9% |
| 3M | -1.5% | -12.8% | +11.3% | -0.9% |
| 6M | +55.3% | +5.0% | +50.3% | +58.9% |
| YTD | -2.3% | -29.1% | +26.7% | -10.7% |
| 1Y | -5.5% | -26.4% | +20.9% | -13.5% |
| All | -5.5% | -25.8% | +20.3% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling