-48.0%
SE vs MKC
-27.0%
-21.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -1.5% | -7.3% | +5.8% | -1.3% |
| 30D | -22.3% | +4.0% | -26.3% | -22.3% |
| 3M | -41.8% | -11.5% | -30.4% | -41.7% |
| 6M | -22.4% | +1.1% | -23.5% | -22.1% |
| YTD | -41.6% | -29.9% | -11.7% | -42.7% |
| 1Y | -48.0% | -27.0% | -21.0% | -47.3% |
| All | -48.0% | -27.0% | -21.0% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling