+5,922.7%
SPG vs MKC
+1,578.8%
+4,343.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.0% | -3.0% | +5.0% | +2.9% |
| 30D | +17.2% | +4.8% | +12.4% | +15.4% |
| 3M | +6.3% | -12.8% | +19.2% | +10.6% |
| 6M | +18.7% | +5.0% | +13.7% | +16.2% |
| YTD | +30.1% | -29.1% | +59.1% | +42.7% |
| 1Y | +32.8% | -26.4% | +59.2% | +43.8% |
| 3Y | +133.6% | -21.6% | +155.2% | +145.5% |
| 5Y | +84.4% | -35.2% | +119.6% | +102.8% |
| 10Y | +114.3% | +25.6% | +88.7% | +81.1% |
| All | +5,922.7% | +1,578.8% | +4,343.9% | +3,064.3% |
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