+406.9%
SN vs MKC
-29.6%
+436.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -9.3% | -5.9% | -3.5% | -8.3% |
| 30D | -4.8% | -0.9% | -3.9% | -4.7% |
| 3M | +40.4% | +12.7% | +27.7% | +36.8% |
| 6M | +50.9% | -19.3% | +70.2% | +57.7% |
| YTD | +54.9% | -22.2% | +77.1% | +62.9% |
| 1Y | +43.0% | -23.3% | +66.4% | +50.8% |
| All | +406.9% | -29.6% | +436.5% | +509.0% |
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