+154.8%
SO vs MKC
+29.3%
+125.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -1.1% | -2.8% | +1.7% | 0.0% |
| 30D | -3.7% | -3.4% | -0.4% | -2.5% |
| 3M | -5.9% | +3.8% | -9.7% | -7.9% |
| 6M | -7.3% | -17.9% | +10.6% | -0.2% |
| YTD | +3.1% | -23.6% | +26.7% | +14.0% |
| 1Y | -1.0% | -23.1% | +22.1% | +8.7% |
| 3Y | +43.2% | -31.5% | +74.8% | +62.7% |
| 5Y | +59.1% | -33.1% | +92.2% | +78.2% |
| All | +154.8% | +29.3% | +125.5% | +115.7% |
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