+27.4%
MKC vs SM
+23.0%
+4.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.5% | +4.6% | -6.0% | -1.5% |
| 30D | -3.1% | +18.2% | -21.3% | -3.2% |
| 3M | +5.2% | +22.5% | -17.3% | +5.0% |
| 6M | -12.8% | +50.6% | -63.4% | -13.1% |
| YTD | -23.3% | +108.1% | -131.4% | -23.8% |
| 1Y | -24.1% | +46.0% | -70.1% | -24.4% |
| 3Y | -32.1% | +2.9% | -35.0% | -32.5% |
| 5Y | -32.8% | +112.6% | -145.4% | -33.2% |
| All | +27.4% | +23.0% | +4.4% | +23.8% |
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