-17.8%
TSN vs MKC
-33.9%
+16.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.4% | -2.8% | +4.2% | +2.3% |
| 30D | -6.2% | -3.4% | -2.8% | -5.2% |
| 3M | -5.7% | +3.8% | -9.4% | -7.0% |
| 6M | -11.4% | -17.9% | +6.6% | -5.9% |
| YTD | -8.2% | -23.6% | +15.4% | -0.3% |
| 1Y | -2.0% | -23.1% | +21.1% | +5.8% |
| 3Y | +11.9% | -31.5% | +43.4% | +25.2% |
| 5Y | -17.8% | -33.1% | +15.3% | -6.9% |
| All | -17.8% | -33.9% | +16.2% | -6.9% |
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 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