+179.1%
SOUN vs MKC
-31.7%
+210.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.0% |
| 7D | -6.8% | -2.8% | -4.0% | -6.5% |
| 30D | -15.2% | -3.4% | -11.9% | -14.9% |
| 3M | -7.0% | +3.8% | -10.7% | -7.5% |
| 6M | -20.5% | -17.9% | -2.6% | -17.0% |
| YTD | -37.0% | -23.6% | -13.4% | -33.4% |
| 1Y | -55.3% | -23.1% | -32.2% | -53.0% |
| All | +179.1% | -31.7% | +210.8% | +187.9% |
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