+23.6%
MKC vs SM
+18.2%
+5.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.2% |
| 7D | -7.3% | +10.6% | -17.9% | -7.3% |
| 30D | +4.0% | -15.0% | +18.9% | +4.0% |
| 3M | -11.5% | +1.7% | -13.1% | -11.5% |
| 6M | +1.1% | +5.9% | -4.8% | +0.9% |
| YTD | -29.9% | +79.0% | -108.9% | -30.3% |
| 1Y | -27.0% | +84.7% | -111.7% | -27.5% |
| 3Y | -22.3% | -3.5% | -18.9% | -22.7% |
| 5Y | -36.0% | +4.9% | -40.9% | -36.4% |
| All | +23.6% | +18.2% | +5.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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