+459.4%
TTMI vs MKC
+1,065.9%
-606.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +12.2% | -4.3% | +16.5% | +13.9% |
| 30D | -5.7% | -2.0% | -3.7% | -5.4% |
| 3M | -27.5% | +10.0% | -37.5% | -31.3% |
| 6M | +47.1% | -18.5% | +65.7% | +55.7% |
| YTD | +87.5% | -22.4% | +109.9% | +100.8% |
| 1Y | +175.2% | -23.6% | +198.8% | +194.0% |
| 3Y | +901.9% | -30.4% | +932.4% | +983.5% |
| 5Y | +843.5% | -34.2% | +877.7% | +926.5% |
| 10Y | +1,077.0% | +26.8% | +1,050.2% | +767.7% |
| All | +459.4% | +1,065.9% | -606.5% | +194.7% |
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