+895.4%
TSN vs MKC
+3,376.8%
-2,481.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -6.3% | -5.9% | -0.4% | -4.4% |
| 30D | -10.8% | -0.9% | -9.9% | -10.6% |
| 3M | -8.8% | +12.7% | -21.5% | -12.5% |
| 6M | -16.8% | -19.3% | +2.5% | -11.5% |
| YTD | -10.0% | -22.2% | +12.2% | -3.5% |
| 1Y | -5.3% | -23.3% | +18.1% | +1.9% |
| 3Y | +8.5% | -30.0% | +38.5% | +19.2% |
| 5Y | -22.9% | -33.8% | +10.8% | -14.7% |
| 10Y | -12.6% | +24.4% | -37.1% | -24.4% |
| All | +895.4% | +3,376.8% | -2,481.4% | +275.9% |
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 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