-85.6%
SMR vs MKC
-18.2%
-67.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.4% | -9.9% | -1.7% |
| 7D | -9.5% | +9.6% | -19.1% | -5.0% |
| 30D | -33.2% | +12.0% | -45.2% | -28.9% |
| 3M | -45.9% | -2.0% | -43.9% | -46.3% |
| 6M | -57.9% | +7.2% | -65.1% | -55.6% |
| YTD | -63.8% | -23.7% | -40.1% | -70.8% |
| 1Y | -85.6% | -18.3% | -67.3% | -87.6% |
| All | -85.6% | -18.2% | -67.4% | -87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling