+44.6%
SMCI vs MKC
-31.4%
+76.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.8% | +7.4% |
| 7D | +1.3% | -1.5% | +2.7% | +0.8% |
| 30D | +6.6% | -3.1% | +9.7% | +5.6% |
| 3M | +25.4% | +5.2% | +20.2% | +28.5% |
| 6M | +26.1% | -12.8% | +39.0% | +23.8% |
| YTD | +37.0% | -23.3% | +60.3% | +29.5% |
| 1Y | -8.8% | -24.1% | +15.4% | -13.4% |
| 3Y | +44.6% | -32.1% | +76.7% | +46.2% |
| All | +44.6% | -31.4% | +76.0% | +46.2% |
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