+6.0%
SO vs MKC
-25.8%
+31.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +1.4% | -3.0% | +4.3% | +1.9% |
| 30D | +4.7% | +4.8% | -0.1% | +3.9% |
| 3M | +1.7% | -12.8% | +14.5% | +3.7% |
| 6M | +2.2% | +5.0% | -2.9% | +1.1% |
| YTD | +10.0% | -29.1% | +39.0% | +15.0% |
| 1Y | +6.0% | -26.4% | +32.4% | +10.2% |
| All | +6.0% | -25.8% | +31.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling