+309.7%
SN vs MKC
-38.0%
+347.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -3.4% | -4.3% | +0.9% | -2.5% |
| 30D | -9.1% | -3.1% | -6.0% | -8.6% |
| 3M | +31.8% | +6.8% | +25.0% | +29.7% |
| 6M | +52.0% | -18.3% | +70.4% | +58.4% |
| YTD | +51.3% | -23.1% | +74.3% | +59.5% |
| 1Y | +46.9% | -23.7% | +70.5% | +55.0% |
| 3Y | +394.9% | -31.0% | +425.9% | +473.5% |
| All | +309.7% | -38.0% | +347.7% | +385.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling