+29.2%
TPR vs MKC
-27.0%
+56.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.1% | -7.3% | +6.1% | -0.5% |
| 30D | +15.1% | +4.0% | +11.1% | +14.9% |
| 3M | -13.4% | -11.5% | -2.0% | -12.6% |
| 6M | +1.4% | +1.1% | +0.3% | +0.7% |
| YTD | +4.8% | -29.9% | +34.7% | +11.1% |
| 1Y | +29.2% | -27.0% | +56.2% | +36.5% |
| All | +29.2% | -27.0% | +56.2% | +36.5% |
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