+306.7%
TPR vs MKC
+26.7%
+280.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -7.3% | -4.3% | -3.0% | -5.8% |
| 30D | -30.7% | -3.1% | -27.6% | -30.1% |
| 3M | -21.6% | +6.8% | -28.4% | -24.1% |
| 6M | -21.3% | -18.3% | -3.0% | -15.8% |
| YTD | -10.2% | -23.1% | +12.9% | -2.0% |
| 1Y | +9.5% | -23.7% | +33.2% | +19.4% |
| 3Y | +280.8% | -31.0% | +311.8% | +324.3% |
| 5Y | +218.7% | -33.5% | +252.2% | +250.1% |
| 10Y | +306.7% | +30.3% | +276.4% | +228.6% |
| All | +306.7% | +26.7% | +280.0% | +228.6% |
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