-0.3%
SPOT vs MKC
-18.2%
+17.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +3.7% |
| 7D | +16.6% | +9.6% | +7.0% | +14.9% |
| 30D | +29.9% | +12.0% | +17.9% | +28.1% |
| 3M | +31.3% | -2.0% | +33.3% | +30.6% |
| 6M | +43.2% | +7.2% | +36.0% | +42.6% |
| YTD | +8.1% | -23.7% | +31.8% | +4.6% |
| 1Y | -0.3% | -18.3% | +18.0% | -3.7% |
| All | -0.3% | -18.2% | +17.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling