+2,145.4%
MCK vs SPXU
-100.0%
+2,245.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -12.8% |
| YTD | +7.8% | -28.1% | +35.9% | +0.5% |
| 1Y | +22.9% | -35.2% | +58.2% | +12.2% |
| 3Y | +110.7% | -79.9% | +190.7% | +50.7% |
| 5Y | +346.2% | -86.4% | +432.6% | +216.9% |
| 10Y | +440.1% | -99.5% | +539.7% | +96.5% |
| All | +2,145.4% | -100.0% | +2,245.4% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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