-14.4%
SMR vs MKC
-40.0%
+25.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.1% | -15.6% |
| 7D | -11.2% | -1.5% | -9.8% | -11.5% |
| 30D | -10.2% | -3.1% | -7.1% | -10.7% |
| 3M | -10.0% | +5.2% | -15.2% | -9.1% |
| 6M | -30.5% | -12.8% | -17.6% | -31.1% |
| YTD | -39.2% | -23.3% | -15.9% | -40.6% |
| 1Y | -75.5% | -24.1% | -51.4% | -76.0% |
| 3Y | +45.4% | -32.1% | +77.5% | +37.2% |
| All | -14.4% | -40.0% | +25.6% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling