-30.4%
MKC vs SM
-2.8%
-27.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | -0.4% |
| 7D | -4.3% | -0.2% | -4.2% | -4.3% |
| 30D | -2.0% | +31.5% | -33.5% | -2.7% |
| 3M | +10.0% | +17.3% | -7.3% | +9.4% |
| 6M | -18.5% | +48.5% | -67.0% | -19.7% |
| YTD | -22.4% | +106.3% | -128.7% | -24.8% |
| 1Y | -23.6% | +47.3% | -70.9% | -25.1% |
| 3Y | -30.4% | -1.4% | -29.0% | -36.2% |
| All | -30.4% | -2.8% | -27.7% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling