+110.7%
MCK vs SPG
+106.8%
+3.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -1.2% | -1.8% | -2.8% |
| 30D | +0.4% | -6.1% | +6.6% | +0.9% |
| 3M | +12.1% | -3.6% | +15.7% | +12.5% |
| 6M | -5.4% | +10.4% | -15.9% | -5.9% |
| YTD | +7.8% | +14.4% | -6.6% | +7.2% |
| 1Y | +22.9% | +16.5% | +6.4% | +22.2% |
| 3Y | +110.7% | +106.8% | +3.9% | +119.7% |
| All | +110.7% | +106.8% | +3.9% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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