+4,507.3%
SITM vs MKC
-28.2%
+4,535.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +8.4% | -4.3% | +12.7% | +9.5% |
| 30D | -17.4% | -2.0% | -15.4% | -17.3% |
| 3M | -9.8% | +10.0% | -19.8% | -13.3% |
| 6M | +83.0% | -18.5% | +101.5% | +92.8% |
| YTD | +69.6% | -22.4% | +92.0% | +81.3% |
| 1Y | +144.9% | -23.6% | +168.5% | +161.7% |
| 3Y | +429.9% | -30.4% | +460.3% | +473.4% |
| 5Y | +169.2% | -34.2% | +203.4% | +183.5% |
| All | +4,507.3% | -28.2% | +4,535.5% | +3,718.3% |
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