+25.1%
MKC vs SPY
+307.0%
-281.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | -3.0% | +2.6% | -5.6% | -4.2% |
| 30D | +4.8% | -2.0% | +6.8% | +5.7% |
| 3M | -12.8% | -2.8% | -10.1% | -11.8% |
| 6M | +5.0% | +2.1% | +2.9% | +3.4% |
| YTD | -29.1% | +11.5% | -40.5% | -33.4% |
| 1Y | -26.4% | +13.5% | -39.9% | -31.5% |
| 3Y | -21.6% | +77.7% | -99.3% | -44.1% |
| 5Y | -35.2% | +72.6% | -107.9% | -53.6% |
| All | +25.1% | +307.0% | -281.9% | -53.1% |
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