+9.3%
TSN vs MKC
-31.2%
+40.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -7.3% | -4.3% | -3.0% | -6.0% |
| 30D | -8.6% | -3.1% | -5.5% | -7.8% |
| 3M | -7.5% | +6.8% | -14.3% | -9.5% |
| 6M | -14.1% | -18.3% | +4.2% | -8.7% |
| YTD | -9.4% | -23.1% | +13.6% | -2.0% |
| 1Y | -4.1% | -23.7% | +19.6% | +3.9% |
| All | +9.3% | -31.2% | +40.4% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling