+3,284.3%
MCK vs SPYG
+559.0%
+2,725.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | +0.4% | -1.5% | +1.9% | +1.1% |
| 3M | +12.1% | +3.7% | +8.4% | +9.4% |
| 6M | -5.4% | +16.4% | -21.9% | -13.5% |
| YTD | +7.8% | +13.3% | -5.5% | -0.2% |
| 1Y | +22.9% | +17.9% | +5.1% | +11.2% |
| 3Y | +110.7% | +98.3% | +12.4% | +39.8% |
| 5Y | +346.2% | +86.4% | +259.7% | +197.3% |
| 10Y | +440.1% | +421.9% | +18.2% | +99.7% |
| All | +3,284.3% | +559.0% | +2,725.3% | +676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling