+63.7%
SE vs MKC
-21.4%
+85.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | -0.3% |
| 30D | -20.9% | +4.8% | -25.8% | -21.1% |
| 3M | -38.9% | -12.8% | -26.1% | -38.4% |
| 6M | -19.4% | +5.0% | -24.4% | -19.7% |
| YTD | -40.9% | -29.1% | -11.9% | -39.6% |
| 1Y | -46.2% | -26.4% | -19.8% | -45.1% |
| 3Y | +63.7% | -21.6% | +85.3% | +86.1% |
| All | +63.7% | -21.4% | +85.1% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling