-16.5%
SOUN vs MKC
-44.5%
+28.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -7.1% | -1.5% | -5.7% | -7.0% |
| 30D | -15.4% | -3.1% | -12.3% | -15.2% |
| 3M | -10.6% | +5.2% | -15.8% | -10.9% |
| 6M | -19.6% | -12.8% | -6.8% | -18.2% |
| YTD | -37.2% | -23.3% | -13.9% | -35.2% |
| 1Y | -57.1% | -24.1% | -33.0% | -55.6% |
| 3Y | +178.2% | -32.1% | +210.3% | +180.3% |
| All | -16.5% | -44.5% | +28.0% | -13.3% |
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