+6,918.4%
MCK vs SPG
+4,726.8%
+2,191.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -2.2% | -2.2% | -4.0% |
| 30D | -2.2% | -5.8% | +3.6% | -1.1% |
| 3M | +11.6% | -2.8% | +14.4% | +12.1% |
| 6M | -4.9% | +8.9% | -13.8% | -6.7% |
| YTD | +7.7% | +14.3% | -6.6% | +4.6% |
| 1Y | +25.2% | +19.5% | +5.7% | +20.5% |
| 3Y | +112.1% | +106.9% | +5.3% | +79.6% |
| 5Y | +345.8% | +108.7% | +237.1% | +270.4% |
| 10Y | +439.7% | +63.8% | +375.9% | +339.8% |
| All | +6,918.4% | +4,726.8% | +2,191.7% | +2,216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling