+427.0%
MCK vs SPYG
+424.6%
+2.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +0.4% | -1.5% | +1.9% | +1.0% |
| 3M | +12.1% | +3.7% | +8.4% | +9.8% |
| 6M | -5.4% | +16.4% | -21.9% | -12.5% |
| YTD | +7.8% | +13.3% | -5.5% | +0.8% |
| 1Y | +22.9% | +17.9% | +5.1% | +12.5% |
| 3Y | +110.7% | +98.3% | +12.4% | +42.3% |
| 5Y | +346.2% | +86.4% | +259.7% | +206.4% |
| All | +427.0% | +424.6% | +2.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling