+27.5%
SYY vs MKC
-31.7%
+59.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.5% | -2.8% | +4.3% | +2.4% |
| 30D | -2.3% | -3.4% | +1.1% | -1.4% |
| 3M | +5.5% | +3.8% | +1.7% | +3.9% |
| 6M | -1.0% | -17.9% | +17.0% | +5.2% |
| YTD | +14.1% | -23.6% | +37.7% | +24.0% |
| 1Y | +5.6% | -23.1% | +28.6% | +14.2% |
| All | +27.5% | -31.7% | +59.2% | +41.0% |
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