+5,976.4%
SO vs MKC
+3,376.8%
+2,599.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | -0.2% | -5.9% | +5.7% | +1.3% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -3.0% | +12.7% | -15.8% | -6.0% |
| 6M | -8.3% | -19.3% | +11.0% | -4.0% |
| YTD | +3.5% | -22.2% | +25.7% | +9.0% |
| 1Y | -0.9% | -23.3% | +22.4% | +4.5% |
| 3Y | +45.4% | -30.0% | +75.3% | +55.3% |
| 5Y | +59.6% | -33.8% | +93.4% | +71.7% |
| 10Y | +156.6% | +24.4% | +132.2% | +143.0% |
| All | +5,976.4% | +3,376.8% | +2,599.6% | +3,749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling