+323.8%
SN vs MKC
-37.5%
+361.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +0.1% | -4.3% | +4.5% | +1.0% |
| 30D | -5.6% | -2.0% | -3.6% | -5.3% |
| 3M | +48.1% | +10.0% | +38.1% | +44.9% |
| 6M | +57.6% | -18.5% | +76.2% | +64.3% |
| YTD | +56.5% | -22.4% | +78.9% | +64.7% |
| 1Y | +52.6% | -23.6% | +76.2% | +61.1% |
| 3Y | +412.0% | -30.4% | +442.4% | +492.3% |
| All | +323.8% | -37.5% | +361.3% | +401.3% |
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