-78.3%
SE vs MKC
-35.3%
-43.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.7% |
| 7D | -7.7% | -7.0% | -0.7% | -6.8% |
| 30D | -22.8% | +4.1% | -26.9% | -23.3% |
| 3M | -43.7% | -10.3% | -33.4% | -43.0% |
| 6M | -12.8% | +1.7% | -14.5% | -13.4% |
| YTD | -42.0% | -29.1% | -12.9% | -39.1% |
| 1Y | -48.0% | -26.0% | -22.0% | -45.9% |
| 3Y | +62.7% | -21.5% | +84.1% | +64.7% |
| All | -78.3% | -35.3% | -43.0% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling