+8,579.1%
TPR vs MKC
+953.9%
+7,625.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.9% |
| 7D | +12.1% | -2.4% | +14.5% | +13.3% |
| 30D | +16.7% | +5.4% | +11.3% | +13.3% |
| 3M | -17.4% | -11.1% | -6.3% | -13.1% |
| 6M | +2.3% | -1.4% | +3.7% | +1.0% |
| YTD | +7.1% | -29.4% | +36.6% | +24.5% |
| 1Y | +29.5% | -24.7% | +54.2% | +45.0% |
| 3Y | +415.0% | -21.8% | +436.9% | +442.6% |
| 5Y | +261.5% | -36.0% | +297.5% | +310.7% |
| 10Y | +383.3% | +24.9% | +358.4% | +240.5% |
| All | +8,579.1% | +953.9% | +7,625.2% | +2,098.6% |
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 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