+1,601.6%
MKC vs SPY
+3,091.8%
-1,490.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +12.7% | +2.0% | +10.7% | +11.4% |
| 6M | -19.3% | +13.0% | -32.3% | -24.3% |
| YTD | -22.2% | +13.5% | -35.7% | -27.2% |
| 1Y | -23.3% | +20.0% | -43.3% | -30.4% |
| 3Y | -30.0% | +77.2% | -107.2% | -48.2% |
| 5Y | -33.8% | +81.9% | -115.6% | -52.2% |
| 10Y | +24.4% | +314.1% | -289.6% | -40.9% |
| All | +1,601.6% | +3,091.8% | -1,490.1% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling