-21.7%
MKC vs SFM
+23.6%
-45.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.2% |
| 7D | -7.0% | -7.1% | 0.0% | -6.6% |
| 30D | +4.1% | -21.4% | +25.5% | +5.3% |
| 3M | -10.3% | -40.1% | +29.8% | -7.8% |
| 6M | +1.7% | -38.0% | +39.7% | +4.2% |
| YTD | -29.1% | -36.5% | +7.4% | -27.6% |
| 1Y | -26.0% | -35.2% | +9.2% | -24.5% |
| All | -21.7% | +23.6% | -45.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling