+288.2%
TSM vs MKC
-34.1%
+322.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.3% |
| 7D | +6.0% | -4.3% | +10.4% | +5.7% |
| 30D | +4.5% | -2.0% | +6.5% | +4.4% |
| 3M | +3.1% | +10.0% | -6.9% | +3.6% |
| 6M | +30.2% | -18.5% | +48.7% | +30.5% |
| YTD | +45.2% | -22.4% | +67.6% | +45.6% |
| 1Y | +79.6% | -23.6% | +103.2% | +80.3% |
| 3Y | +411.0% | -30.4% | +441.4% | +416.9% |
| All | +288.2% | -34.1% | +322.3% | +304.2% |
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