+5,961.7%
SPG vs MKC
+1,570.3%
+4,391.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.4% |
| 7D | +5.6% | -2.4% | +8.0% | +6.3% |
| 30D | +17.6% | +5.4% | +12.2% | +15.6% |
| 3M | +7.5% | -11.1% | +18.6% | +11.1% |
| 6M | +18.5% | -1.4% | +19.9% | +18.4% |
| YTD | +30.9% | -29.4% | +60.4% | +43.8% |
| 1Y | +34.1% | -24.7% | +58.8% | +44.3% |
| 3Y | +135.5% | -21.8% | +157.3% | +147.8% |
| 5Y | +86.5% | -36.0% | +122.5% | +105.9% |
| 10Y | +116.1% | +24.9% | +91.1% | +82.9% |
| All | +5,961.7% | +1,570.3% | +4,391.5% | +3,090.0% |
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