+589.4%
SE vs MKC
+24.1%
+565.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -6.1% | -5.9% | -0.2% | -4.3% |
| 30D | -2.5% | -0.9% | -1.6% | -2.4% |
| 3M | +21.7% | +12.7% | +9.0% | +16.6% |
| 6M | +27.0% | -19.3% | +46.3% | +35.3% |
| YTD | -12.1% | -22.2% | +10.0% | -5.6% |
| 1Y | -40.9% | -23.3% | -17.6% | -36.5% |
| 3Y | +191.0% | -30.0% | +221.0% | +217.7% |
| 5Y | -68.3% | -33.8% | -34.5% | -65.3% |
| All | +589.4% | +24.1% | +565.3% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling