+1,253.6%
MKC vs SM
+1,434.4%
-180.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.0% | +9.4% | -12.4% | -3.3% |
| 30D | +4.8% | -14.4% | +19.2% | +5.3% |
| 3M | -12.8% | +1.6% | -14.4% | -13.1% |
| 6M | +5.0% | +6.3% | -1.3% | +4.4% |
| YTD | -29.1% | +78.8% | -107.8% | -31.0% |
| 1Y | -26.4% | +83.1% | -109.5% | -28.5% |
| 3Y | -21.6% | -5.9% | -15.7% | -22.6% |
| 5Y | -35.2% | +4.8% | -40.1% | -37.1% |
| 10Y | +25.6% | +17.5% | +8.1% | +12.1% |
| All | +1,253.6% | +1,434.4% | -180.8% | +850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling