-33.5%
MKC vs SM
+119.2%
-152.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -3.1% | +20.3% | -23.4% | -3.6% |
| 3M | +6.8% | +22.9% | -16.1% | +6.1% |
| 6M | -18.3% | +47.8% | -66.2% | -19.5% |
| YTD | -23.1% | +107.5% | -130.5% | -25.1% |
| 1Y | -23.7% | +51.7% | -75.4% | -25.0% |
| 3Y | -31.0% | -0.9% | -30.2% | -32.6% |
| 5Y | -33.5% | +112.2% | -145.8% | -36.2% |
| All | -33.5% | +119.2% | -152.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling