-66.3%
SE vs MKC
-34.7%
-31.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -3.6% | -4.3% | +0.7% | -3.0% |
| 30D | -5.3% | -3.1% | -2.2% | -5.0% |
| 3M | +28.1% | +6.8% | +21.3% | +26.6% |
| 6M | +20.7% | -18.3% | +39.0% | +24.2% |
| YTD | -14.8% | -23.1% | +8.3% | -11.5% |
| 1Y | -43.6% | -23.7% | -19.9% | -41.3% |
| 3Y | +184.2% | -31.0% | +215.2% | +201.4% |
| 5Y | -66.3% | -33.5% | -32.8% | -62.7% |
| All | -66.3% | -34.7% | -31.6% | -62.7% |
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