+27.6%
SOLS vs MKC
-22.4%
+50.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.8% |
| 7D | +0.3% | -2.8% | +3.1% | 0.0% |
| 30D | +0.9% | -3.4% | +4.3% | +0.6% |
| 3M | -20.7% | +3.8% | -24.4% | -19.9% |
| 6M | -17.7% | -17.9% | +0.2% | -12.1% |
| YTD | +27.1% | -23.6% | +50.7% | +39.4% |
| All | +27.6% | -22.4% | +50.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling