-44.5%
TOST vs MKC
-36.4%
-8.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.6% |
| 7D | +9.4% | +2.3% | +7.1% | +8.9% |
| 30D | +13.5% | +8.1% | +5.4% | +11.4% |
| 3M | -0.1% | -6.4% | +6.3% | +1.3% |
| 6M | +22.5% | +1.8% | +20.7% | +21.9% |
| YTD | -2.4% | -26.9% | +24.5% | +3.6% |
| 1Y | -4.7% | -21.7% | +17.0% | -1.0% |
| 3Y | +103.2% | -18.7% | +122.0% | +105.8% |
| 5Y | -41.2% | -32.8% | -8.4% | -41.1% |
| All | -44.5% | -36.4% | -8.2% | -41.7% |
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