+62.0%
SPG vs MKC
+29.3%
+32.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.2% | -2.8% | +0.6% | -1.6% |
| 30D | -5.8% | -3.4% | -2.4% | -5.1% |
| 3M | -2.8% | +3.8% | -6.6% | -3.8% |
| 6M | +8.9% | -17.9% | +26.8% | +13.4% |
| YTD | +14.3% | -23.6% | +37.9% | +20.6% |
| 1Y | +19.5% | -23.1% | +42.6% | +25.7% |
| 3Y | +106.9% | -31.5% | +138.4% | +122.3% |
| 5Y | +108.7% | -33.1% | +141.8% | +123.7% |
| All | +62.0% | +29.3% | +32.7% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling