+26.9%
MKC vs SPY
+318.9%
-292.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.8% | -2.0% | -0.8% | -1.9% |
| 30D | -3.4% | -1.7% | -1.7% | -2.6% |
| 3M | +3.8% | +4.7% | -1.0% | +1.2% |
| 6M | -17.9% | +12.5% | -30.4% | -23.0% |
| YTD | -23.6% | +11.7% | -35.3% | -28.2% |
| 1Y | -23.1% | +17.5% | -40.6% | -29.8% |
| 3Y | -31.5% | +76.6% | -108.1% | -50.9% |
| 5Y | -33.1% | +82.0% | -115.1% | -53.6% |
| All | +26.9% | +318.9% | -292.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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