+196.3%
SE vs MKC
-29.9%
+226.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.1% |
| 7D | +0.6% | -4.3% | +5.0% | +0.9% |
| 30D | -0.1% | -2.0% | +1.9% | 0.0% |
| 3M | +34.1% | +10.0% | +24.1% | +33.1% |
| 6M | +23.2% | -18.5% | +41.7% | +24.8% |
| YTD | -11.2% | -22.4% | +11.3% | -9.5% |
| 1Y | -40.5% | -23.6% | -16.9% | -39.2% |
| 3Y | +196.3% | -30.4% | +226.7% | +220.5% |
| All | +196.3% | -29.9% | +226.1% | +220.5% |
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