-23.1%
MKC vs SPY
+17.2%
-40.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.9% |
| 7D | -2.8% | -2.0% | -0.8% | -3.5% |
| 30D | -3.4% | -1.7% | -1.7% | -3.9% |
| 3M | +3.8% | +4.7% | -1.0% | +5.7% |
| 6M | -17.9% | +12.5% | -30.4% | -13.4% |
| YTD | -23.6% | +11.7% | -35.3% | -19.7% |
| 1Y | -23.1% | +17.5% | -40.6% | -19.5% |
| All | -23.1% | +17.2% | -40.3% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling