-12.4%
SOUN vs MKC
-43.9%
+31.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -4.1% | -4.3% | +0.3% | -3.8% |
| 30D | -18.1% | -2.0% | -16.1% | -18.0% |
| 3M | -12.3% | +10.0% | -22.3% | -13.0% |
| 6M | -18.6% | -18.5% | -0.1% | -16.4% |
| YTD | -34.1% | -22.4% | -11.7% | -32.1% |
| 1Y | -57.0% | -23.6% | -33.4% | -55.6% |
| 3Y | +185.7% | -30.4% | +216.1% | +187.8% |
| All | -12.4% | -43.9% | +31.5% | -9.1% |
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