+3,071.8%
MCK vs SPXS
-100.0%
+3,171.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.5% |
| 7D | -2.9% | +2.5% | -5.4% | -2.3% |
| 30D | +0.4% | +4.2% | -3.8% | +1.4% |
| 3M | +12.1% | -9.3% | +21.4% | +9.7% |
| 6M | -5.4% | -30.7% | +25.3% | -12.7% |
| YTD | +7.8% | -28.1% | +35.8% | +0.6% |
| 1Y | +22.9% | -35.1% | +58.0% | +12.4% |
| 3Y | +110.7% | -79.6% | +190.3% | +52.4% |
| 5Y | +346.2% | -86.3% | +432.4% | +219.7% |
| 10Y | +440.1% | -99.5% | +539.7% | +106.0% |
| All | +3,071.8% | -100.0% | +3,171.8% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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