+1,757.2%
TSM vs MKC
+29.3%
+1,727.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | +2.6% | -2.8% | +5.5% | +3.0% |
| 30D | +1.4% | -3.4% | +4.8% | +1.7% |
| 3M | +5.0% | +3.8% | +1.2% | +4.0% |
| 6M | +24.0% | -17.9% | +41.9% | +27.2% |
| YTD | +41.6% | -23.6% | +65.2% | +46.8% |
| 1Y | +66.2% | -23.1% | +89.2% | +71.7% |
| 3Y | +398.2% | -31.5% | +429.7% | +420.3% |
| 5Y | +277.6% | -33.1% | +310.7% | +289.5% |
| All | +1,757.2% | +29.3% | +1,727.8% | +1,471.0% |
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