+555.4%
MKC vs SNY
+241.9%
+313.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.5% | -3.3% | +1.9% | -0.6% |
| 30D | -3.1% | -2.2% | -1.0% | -2.6% |
| 3M | +5.2% | -3.0% | +8.2% | +6.0% |
| 6M | -12.8% | +2.7% | -15.6% | -13.6% |
| YTD | -23.3% | -6.8% | -16.4% | -22.2% |
| 1Y | -24.1% | -5.3% | -18.8% | -23.5% |
| 3Y | -32.1% | -9.8% | -22.3% | -31.8% |
| 5Y | -32.8% | +9.7% | -42.5% | -36.5% |
| 10Y | +29.9% | +64.5% | -34.6% | +9.2% |
| All | +555.4% | +241.9% | +313.5% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling