+8.1%
SGI vs MKC
-1.2%
+9.2%
-5.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | N/A |
| 7D | +8.5% | -5.9% | +14.4% | N/A |
| All | +8.1% | -1.2% | +9.2% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1mo: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1mo analysis · Full analysis span regression · Available span rolling