+135.5%
SPG vs MKC
-21.4%
+157.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.2% |
| 7D | +5.6% | -2.4% | +8.0% | +6.2% |
| 30D | +17.6% | +5.4% | +12.2% | +16.0% |
| 3M | +7.5% | -11.1% | +18.6% | +10.3% |
| 6M | +18.5% | -1.4% | +19.9% | +18.4% |
| YTD | +30.9% | -29.4% | +60.4% | +41.7% |
| 1Y | +34.1% | -24.7% | +58.8% | +42.1% |
| 3Y | +135.5% | -21.8% | +157.3% | +148.3% |
| All | +135.5% | -21.4% | +157.0% | +148.3% |
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