-26.4%
MKC vs SFM
-36.8%
+10.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.1% |
| 7D | -3.0% | +6.0% | -9.0% | -3.5% |
| 30D | +4.8% | -19.5% | +24.3% | +6.0% |
| 3M | -12.8% | -37.0% | +24.2% | -10.5% |
| 6M | +5.0% | -41.0% | +46.0% | +8.0% |
| YTD | -29.1% | -34.6% | +5.6% | -28.0% |
| 1Y | -26.4% | -36.3% | +9.9% | -25.4% |
| All | -26.4% | -36.8% | +10.4% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling