+356.2%
TPR vs MKC
+25.8%
+330.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.8% |
| 30D | +15.1% | +4.8% | +10.3% | +13.0% |
| 3M | +3.5% | -12.8% | +16.4% | +8.5% |
| 6M | +0.4% | +5.0% | -4.6% | -2.8% |
| YTD | +4.6% | -29.1% | +33.7% | +17.2% |
| 1Y | +33.1% | -26.4% | +59.5% | +46.7% |
| 3Y | +396.0% | -21.6% | +417.6% | +414.5% |
| 5Y | +230.3% | -35.2% | +265.5% | +261.2% |
| All | +356.2% | +25.8% | +330.4% | +271.3% |
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