+26.9%
MKC vs SFM
+268.6%
-241.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.8% | -8.8% | +5.9% | -1.7% |
| 30D | -3.4% | -14.5% | +11.1% | -1.5% |
| 3M | +3.8% | -16.8% | +20.6% | +6.0% |
| 6M | -17.9% | -5.3% | -12.6% | -17.9% |
| YTD | -23.6% | -9.4% | -14.2% | -23.3% |
| 1Y | -23.1% | -46.2% | +23.1% | -17.4% |
| 3Y | -31.5% | +81.3% | -112.8% | -41.3% |
| 5Y | -33.1% | +211.9% | -245.0% | -49.0% |
| All | +26.9% | +268.6% | -241.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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