+265.7%
TSM vs MKC
-35.5%
+301.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.6% |
| 7D | +6.2% | -3.0% | +9.2% | +5.9% |
| 30D | -7.3% | +4.8% | -12.1% | -6.9% |
| 3M | -7.1% | -12.8% | +5.7% | -7.9% |
| 6M | +0.2% | +5.0% | -4.8% | +0.3% |
| YTD | +32.2% | -29.1% | +61.3% | +31.9% |
| 1Y | +42.8% | -26.4% | +69.2% | +42.5% |
| 3Y | +330.4% | -21.6% | +352.0% | +320.6% |
| All | +265.7% | -35.5% | +301.2% | +304.6% |
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 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