+11.1%
SMR vs MKC
-39.3%
+50.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.6% | +15.2% |
| 7D | +21.4% | -4.3% | +25.7% | +20.4% |
| 30D | +13.8% | -2.0% | +15.9% | +13.5% |
| 3M | +3.9% | +10.0% | -6.1% | +5.8% |
| 6M | -4.2% | -18.5% | +14.3% | -5.8% |
| YTD | -21.1% | -22.4% | +1.3% | -22.7% |
| 1Y | -67.1% | -23.6% | -43.4% | -67.6% |
| 3Y | +88.9% | -30.4% | +119.3% | +78.2% |
| All | +11.1% | -39.3% | +50.5% | +2.5% |
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 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