+13,634.3%
TSM vs MKC
+1,415.5%
+12,218.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.1% |
| 7D | +2.7% | -5.9% | +8.6% | +4.6% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | -3.4% | +12.7% | -16.1% | -8.0% |
| 6M | +20.6% | -19.3% | +39.9% | +27.4% |
| YTD | +41.9% | -22.2% | +64.0% | +50.9% |
| 1Y | +84.4% | -23.3% | +107.7% | +96.0% |
| 3Y | +380.2% | -30.0% | +410.2% | +412.0% |
| 5Y | +275.3% | -33.8% | +309.1% | +298.4% |
| 10Y | +1,751.4% | +24.4% | +1,727.0% | +1,341.9% |
| All | +13,634.3% | +1,415.5% | +12,218.8% | +2,802.4% |
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