+1,124.0%
TTMI vs MKC
+29.9%
+1,094.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.3% |
| 7D | +0.7% | -1.5% | +2.1% | +0.9% |
| 30D | -8.4% | -3.1% | -5.3% | -8.2% |
| 3M | -32.5% | +5.2% | -37.7% | -33.7% |
| 6M | +32.5% | -12.8% | +45.3% | +35.2% |
| YTD | +83.2% | -23.3% | +106.5% | +91.7% |
| 1Y | +161.7% | -24.1% | +185.8% | +173.4% |
| 3Y | +890.1% | -32.1% | +922.2% | +952.2% |
| 5Y | +832.4% | -32.8% | +865.2% | +883.4% |
| All | +1,124.0% | +29.9% | +1,094.1% | +1,050.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling