+252.8%
SPOT vs MKC
+16.5%
+236.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | +7.4% | -3.1% | +10.5% | +7.9% |
| 3M | +8.2% | +5.2% | +3.0% | +7.5% |
| 6M | +2.2% | -12.8% | +15.0% | +3.8% |
| YTD | -9.5% | -23.3% | +13.8% | -6.7% |
| 1Y | -23.8% | -24.1% | +0.3% | -21.5% |
| 3Y | +233.5% | -32.1% | +265.6% | +247.1% |
| 5Y | +112.2% | -32.8% | +145.0% | +117.0% |
| All | +252.8% | +16.5% | +236.3% | +253.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling