+106.9%
SPG vs MKC
-33.2%
+140.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | 0.0% | -4.3% | +4.4% | +1.2% |
| 30D | -4.9% | -2.0% | -2.9% | -4.5% |
| 3M | +3.3% | +10.0% | -6.7% | +0.4% |
| 6M | +11.2% | -18.5% | +29.7% | +17.2% |
| YTD | +17.1% | -22.4% | +39.5% | +24.6% |
| 1Y | +21.6% | -23.6% | +45.2% | +29.8% |
| 3Y | +111.9% | -30.4% | +142.3% | +132.1% |
| 5Y | +106.9% | -34.2% | +141.1% | +128.5% |
| All | +106.9% | -33.2% | +140.2% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling