-27.7%
TOST vs MKC
-35.5%
+7.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.8% |
| 30D | +16.2% | +4.8% | +11.4% | +15.0% |
| 3M | -1.5% | -12.8% | +11.3% | +1.6% |
| 6M | +55.3% | +5.0% | +50.3% | +53.9% |
| YTD | -2.3% | -29.1% | +26.7% | +4.2% |
| 1Y | -5.5% | -26.4% | +20.9% | -0.3% |
| 3Y | +151.1% | -21.6% | +172.7% | +156.7% |
| All | -27.7% | -35.5% | +7.8% | -18.4% |
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