+125.0%
SU vs MKC
-31.4%
+156.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.3% |
| 30D | +8.4% | -3.1% | +11.6% | +8.6% |
| 3M | +12.1% | +5.2% | +6.9% | +11.8% |
| 6M | +19.7% | -12.8% | +32.5% | +20.6% |
| YTD | +58.4% | -23.3% | +81.7% | +61.1% |
| 1Y | +67.2% | -24.1% | +91.3% | +70.2% |
| 3Y | +125.0% | -32.1% | +157.1% | +117.8% |
| All | +125.0% | -31.4% | +156.4% | +117.8% |
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