+85.6%
MKC vs SFM
+132.6%
-47.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.3% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -0.9% | -4.4% | +3.5% | -0.4% |
| 3M | +12.7% | +1.5% | +11.2% | +12.2% |
| 6M | -19.3% | +6.5% | -25.8% | -20.5% |
| YTD | -22.2% | +2.2% | -24.3% | -23.0% |
| 1Y | -23.3% | -41.9% | +18.5% | -18.9% |
| 3Y | -30.0% | +106.8% | -136.8% | -39.6% |
| 5Y | -33.8% | +231.6% | -265.3% | -47.7% |
| 10Y | +24.4% | +258.4% | -234.0% | -6.3% |
| All | +85.6% | +132.6% | -47.0% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling