+455.3%
SN vs MKC
-41.7%
+497.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +7.6% | -1.9% | +9.6% | +8.0% |
| 30D | +24.1% | +8.0% | +16.1% | +22.1% |
| 3M | +23.7% | -8.6% | +32.3% | +25.6% |
| 6M | +105.5% | +1.1% | +104.5% | +104.1% |
| YTD | +105.1% | -27.7% | +132.8% | +118.5% |
| 1Y | +148.3% | -23.7% | +172.0% | +160.7% |
| 3Y | +438.7% | -19.4% | +458.1% | +444.8% |
| All | +455.3% | -41.7% | +497.1% | +564.8% |
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