+489.2%
SPCX vs MKC
-35.0%
+524.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | +0.9% |
| 7D | +3.6% | -3.0% | +6.6% | -0.2% |
| 30D | -8.6% | +4.8% | -13.4% | -1.4% |
| 3M | -1.5% | -12.8% | +11.3% | -17.7% |
| 6M | +532.9% | -4.9% | +537.8% | +522.2% |
| YTD | +538.6% | -29.1% | +567.6% | +527.0% |
| 1Y | +442.9% | -26.4% | +469.3% | +433.1% |
| All | +489.2% | -35.0% | +524.2% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling