+562.3%
SE vs MKC
+21.8%
+540.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -4.8% | -2.8% | -2.0% | -3.9% |
| 30D | -18.1% | -3.4% | -14.7% | -17.4% |
| 3M | +30.6% | +3.8% | +26.9% | +28.6% |
| 6M | +20.8% | -17.9% | +38.7% | +27.9% |
| YTD | -15.6% | -23.6% | +8.0% | -8.8% |
| 1Y | -44.2% | -23.1% | -21.1% | -40.2% |
| 3Y | +181.5% | -31.5% | +213.1% | +209.7% |
| 5Y | -66.9% | -33.1% | -33.8% | -64.2% |
| All | +562.3% | +21.8% | +540.5% | +492.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling