+233.5%
SPOT vs MKC
-31.4%
+264.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | -3.1% | -1.5% | -1.6% | -3.0% |
| 30D | +7.4% | -3.1% | +10.5% | +7.5% |
| 3M | +8.2% | +5.2% | +3.0% | +8.3% |
| 6M | +2.2% | -12.8% | +15.0% | +1.6% |
| YTD | -9.5% | -23.3% | +13.8% | -10.2% |
| 1Y | -23.8% | -24.1% | +0.3% | -24.4% |
| 3Y | +233.5% | -32.1% | +265.6% | +251.3% |
| All | +233.5% | -31.4% | +264.9% | +251.3% |
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 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