+4,789.7%
SITM vs MKC
-29.0%
+4,818.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +3.9% | -1.5% | +5.3% | +4.2% |
| 30D | -6.6% | -3.1% | -3.5% | -6.2% |
| 3M | -11.9% | +5.2% | -17.1% | -14.1% |
| 6M | +81.1% | -12.8% | +94.0% | +86.6% |
| YTD | +80.0% | -23.3% | +103.3% | +92.9% |
| 1Y | +145.8% | -24.1% | +169.9% | +162.8% |
| 3Y | +475.9% | -32.1% | +508.0% | +529.2% |
| 5Y | +189.2% | -32.8% | +222.0% | +198.3% |
| All | +4,789.7% | -29.0% | +4,818.7% | +3,963.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling