-45.9%
SE vs MKC
-23.2%
-22.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.3% |
| 7D | -5.2% | -1.5% | -3.8% | -5.2% |
| 30D | -17.1% | -3.1% | -14.0% | -17.2% |
| 3M | +24.0% | +5.2% | +18.8% | +23.9% |
| 6M | +21.0% | -12.8% | +33.8% | +19.2% |
| YTD | -16.7% | -23.3% | +6.6% | -19.0% |
| 1Y | -45.9% | -24.1% | -21.8% | -46.3% |
| All | -45.9% | -23.2% | -22.8% | -46.3% |
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