+402.2%
MCK vs SPMO
+566.1%
-163.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +0.4% | -1.9% | +2.3% | +1.1% |
| 3M | +12.1% | -1.4% | +13.5% | +11.2% |
| 6M | -5.4% | +25.5% | -30.9% | -17.3% |
| YTD | +7.8% | +24.8% | -17.1% | -5.5% |
| 1Y | +22.9% | +24.5% | -1.5% | +7.6% |
| 3Y | +110.7% | +157.1% | -46.4% | +18.6% |
| 5Y | +346.2% | +149.5% | +196.7% | +153.2% |
| 10Y | +440.1% | +518.1% | -77.9% | +106.6% |
| All | +402.2% | +566.1% | -163.9% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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