+69.0%
MKC vs SFM
+44.5%
+24.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -7.0% | -7.1% | 0.0% | -6.2% |
| 30D | +4.1% | -21.4% | +25.5% | +6.7% |
| 3M | -10.3% | -40.1% | +29.8% | -5.1% |
| 6M | +1.7% | -38.0% | +39.7% | +6.8% |
| YTD | -29.1% | -36.5% | +7.4% | -26.1% |
| 1Y | -26.0% | -35.2% | +9.2% | -23.1% |
| 3Y | -21.5% | +23.5% | -44.9% | -28.1% |
| 5Y | -35.0% | +109.7% | -144.7% | -46.0% |
| 10Y | +25.6% | +132.6% | -107.0% | -0.5% |
| All | +69.0% | +44.5% | +24.6% | +37.0% |
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