+1,114.4%
MKC vs SBAC
+2,208.1%
-1,093.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -5.9% | -0.8% | -5.1% | -5.8% |
| 30D | -0.9% | +6.9% | -7.8% | -1.3% |
| 3M | +12.7% | -8.2% | +21.0% | +13.3% |
| 6M | -19.3% | -1.6% | -17.7% | -19.4% |
| YTD | -22.2% | -0.1% | -22.0% | -22.3% |
| 1Y | -23.3% | -0.5% | -22.9% | -23.5% |
| 3Y | -30.0% | -9.1% | -20.9% | -29.9% |
| 5Y | -33.8% | -43.8% | +10.0% | -32.1% |
| 10Y | +24.4% | +80.5% | -56.1% | +21.6% |
| All | +1,114.4% | +2,208.1% | -1,093.8% | +989.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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