+157.1%
SPMO vs MKC
-31.4%
+188.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.6% |
| 7D | -0.9% | -1.5% | +0.5% | -1.0% |
| 30D | -1.9% | -3.1% | +1.2% | -2.1% |
| 3M | -1.4% | +5.2% | -6.5% | -1.1% |
| 6M | +25.5% | -12.8% | +38.3% | +26.4% |
| YTD | +24.8% | -23.3% | +48.1% | +26.2% |
| 1Y | +24.5% | -24.1% | +48.6% | +26.0% |
| 3Y | +157.1% | -32.1% | +189.2% | +167.6% |
| All | +157.1% | -31.4% | +188.5% | +167.6% |
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