-18.3%
MKC vs SNY
+2.7%
-21.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.7% | +0.7% | +3.9% |
| 7D | +9.6% | +12.4% | -2.8% | +5.8% |
| 30D | +12.0% | +20.1% | -8.1% | +6.4% |
| 3M | -2.0% | +11.2% | -13.2% | -5.3% |
| 6M | +7.2% | +9.5% | -2.3% | +3.6% |
| YTD | -23.7% | +3.4% | -27.1% | -25.3% |
| 1Y | -18.3% | +2.0% | -20.3% | -20.1% |
| All | -18.3% | +2.7% | -21.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling