+25.1%
MKC vs SFM
+140.2%
-115.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.0% |
| 7D | -3.0% | +6.0% | -9.0% | -3.8% |
| 30D | +4.8% | -19.5% | +24.3% | +7.3% |
| 3M | -12.8% | -37.0% | +24.2% | -7.9% |
| 6M | +5.0% | -41.0% | +46.0% | +11.6% |
| YTD | -29.1% | -34.6% | +5.6% | -26.1% |
| 1Y | -26.4% | -36.3% | +9.9% | -23.0% |
| 3Y | -21.6% | +24.5% | -46.2% | -29.9% |
| 5Y | -35.2% | +115.9% | -151.1% | -48.7% |
| All | +25.1% | +140.2% | -115.1% | -8.2% |
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