+113.8%
SYY vs MKC
+29.9%
+84.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.9% | -1.5% | +5.4% | +4.4% |
| 30D | -1.7% | -3.1% | +1.4% | -0.9% |
| 3M | +5.2% | +5.2% | 0.0% | +3.2% |
| 6M | -0.2% | -12.8% | +12.6% | +3.5% |
| YTD | +15.4% | -23.3% | +38.7% | +24.4% |
| 1Y | +5.6% | -24.1% | +29.7% | +14.1% |
| 3Y | +28.9% | -32.1% | +61.0% | +43.1% |
| 5Y | +24.1% | -32.8% | +56.9% | +36.6% |
| All | +113.8% | +29.9% | +84.0% | +90.8% |
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 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