+4,255.7%
SYY vs MKC
+3,364.7%
+891.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -2.8% | -4.3% | +1.6% | -1.6% |
| 30D | -5.3% | -2.0% | -3.3% | -4.8% |
| 3M | +5.1% | +10.0% | -4.9% | +2.1% |
| 6M | -5.0% | -18.5% | +13.5% | -0.1% |
| YTD | +10.7% | -22.4% | +33.1% | +17.8% |
| 1Y | +0.7% | -23.6% | +24.3% | +7.5% |
| 3Y | +24.0% | -30.4% | +54.5% | +34.8% |
| 5Y | +19.3% | -34.2% | +53.5% | +30.4% |
| 10Y | +96.4% | +26.8% | +69.6% | +76.1% |
| All | +4,255.7% | +3,364.7% | +891.0% | +1,739.6% |
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