+43.1%
TSN vs MKC
-21.4%
+64.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.4% | -3.0% | +1.5% | -0.6% |
| 30D | +8.5% | +4.8% | +3.7% | +6.9% |
| 3M | +5.3% | -12.8% | +18.1% | +9.5% |
| 6M | -10.5% | +5.0% | -15.5% | -12.3% |
| YTD | +3.0% | -29.1% | +32.0% | +14.5% |
| 1Y | +12.1% | -26.4% | +38.5% | +22.6% |
| 3Y | +43.1% | -21.6% | +64.7% | +48.9% |
| All | +43.1% | -21.4% | +64.5% | +48.9% |
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