+1.1%
MKC vs SM
+7.4%
-6.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -0.6% |
| 7D | -7.3% | +10.6% | -17.9% | -6.3% |
| 30D | +4.0% | -15.0% | +18.9% | +2.6% |
| 3M | -11.5% | +1.7% | -13.1% | -12.0% |
| 6M | +1.1% | +5.9% | -4.8% | +0.5% |
| All | +1.1% | +7.4% | -6.3% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling