+5,256.9%
SPG vs MKC
+1,742.3%
+3,514.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.4% | -5.9% | +3.5% | -0.6% |
| 30D | -6.8% | -0.9% | -6.0% | -6.7% |
| 3M | +2.7% | +12.7% | -10.0% | -1.4% |
| 6M | +5.5% | -19.3% | +24.8% | +11.9% |
| YTD | +15.7% | -22.2% | +37.9% | +23.6% |
| 1Y | +20.9% | -23.3% | +44.2% | +29.4% |
| 3Y | +112.4% | -30.0% | +142.4% | +131.4% |
| 5Y | +101.4% | -33.8% | +135.1% | +120.6% |
| 10Y | +60.6% | +24.4% | +36.2% | +36.9% |
| All | +5,256.9% | +1,742.3% | +3,514.6% | +2,641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling