+12,702.2%
TSM vs MKC
+1,281.1%
+11,421.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +6.2% | -3.0% | +9.2% | +7.1% |
| 30D | -7.3% | +4.8% | -12.1% | -9.1% |
| 3M | -7.1% | -12.8% | +5.7% | -3.9% |
| 6M | +0.2% | +5.0% | -4.8% | -3.2% |
| YTD | +32.2% | -29.1% | +61.3% | +43.8% |
| 1Y | +42.8% | -26.4% | +69.2% | +53.1% |
| 3Y | +330.4% | -21.6% | +352.0% | +335.3% |
| 5Y | +263.9% | -35.2% | +299.2% | +284.3% |
| 10Y | +1,580.2% | +25.6% | +1,554.5% | +1,179.5% |
| All | +12,702.2% | +1,281.1% | +11,421.1% | +2,665.8% |
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