-33.5%
MKC vs SPY
+81.0%
-114.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.3% | -0.4% | -4.0% | -4.2% |
| 30D | -3.1% | -1.4% | -1.7% | -2.7% |
| 3M | +6.8% | +3.7% | +3.1% | +5.5% |
| 6M | -18.3% | +13.0% | -31.3% | -21.6% |
| YTD | -23.1% | +12.4% | -35.4% | -26.1% |
| 1Y | -23.7% | +18.5% | -42.2% | -28.3% |
| 3Y | -31.0% | +77.6% | -108.6% | -45.7% |
| 5Y | -33.5% | +81.7% | -115.2% | -50.9% |
| All | -33.5% | +81.0% | -114.5% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling