+58.7%
SO vs MKC
-33.2%
+92.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.0% | -4.3% | +5.4% | +2.3% |
| 30D | -3.2% | -2.0% | -1.2% | -2.7% |
| 3M | -1.7% | +10.0% | -11.7% | -4.7% |
| 6M | -7.2% | -18.5% | +11.3% | -2.0% |
| YTD | +4.6% | -22.4% | +27.0% | +11.8% |
| 1Y | +1.2% | -23.6% | +24.8% | +8.5% |
| 3Y | +45.3% | -30.4% | +75.7% | +59.7% |
| 5Y | +58.7% | -34.2% | +92.9% | +68.8% |
| All | +58.7% | -33.2% | +92.0% | +68.8% |
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