-32.1%
MKC vs SUI
-26.3%
-5.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.8% |
| 7D | +2.3% | +6.2% | -3.9% | +0.3% |
| 30D | +8.1% | +8.6% | -0.5% | +5.2% |
| 3M | -6.4% | +1.0% | -7.4% | -6.8% |
| 6M | +1.8% | -2.6% | +4.4% | +2.6% |
| YTD | -26.9% | -0.1% | -26.8% | -27.0% |
| 1Y | -21.7% | +0.5% | -22.2% | -22.0% |
| 3Y | -18.7% | +15.3% | -34.0% | -23.0% |
| All | -32.1% | -26.3% | -5.8% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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