+240.4%
TPR vs MKC
-33.7%
+274.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.3% | -5.9% | +3.6% | -1.1% |
| 30D | -23.0% | -0.9% | -22.1% | -22.9% |
| 3M | -12.5% | +12.7% | -25.2% | -15.0% |
| 6M | -21.4% | -19.3% | -2.1% | -17.7% |
| YTD | -3.5% | -22.2% | +18.6% | +1.7% |
| 1Y | +17.4% | -23.3% | +40.7% | +23.9% |
| 3Y | +291.3% | -30.0% | +321.2% | +318.2% |
| All | +240.4% | -33.7% | +274.1% | +254.8% |
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