+445.6%
SITM vs MKC
-31.7%
+477.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.0% |
| 7D | +4.8% | -2.8% | +7.7% | +4.4% |
| 30D | -9.7% | -3.4% | -6.3% | -10.2% |
| 3M | -9.3% | +3.8% | -13.1% | -9.0% |
| 6M | +69.5% | -17.9% | +87.4% | +70.8% |
| YTD | +70.5% | -23.6% | +94.1% | +71.8% |
| 1Y | +145.3% | -23.1% | +168.3% | +148.1% |
| All | +445.6% | -31.7% | +477.3% | +557.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling