+110.6%
SPOT vs MKC
-33.9%
+144.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -6.9% | -2.8% | -4.0% | -6.7% |
| 30D | +4.1% | -3.4% | +7.5% | +4.4% |
| 3M | +3.7% | +3.8% | -0.1% | +3.5% |
| 6M | -1.6% | -17.9% | +16.3% | -0.8% |
| YTD | -10.2% | -23.6% | +13.5% | -9.1% |
| 1Y | -25.9% | -23.1% | -2.8% | -25.1% |
| 3Y | +235.6% | -31.5% | +267.1% | +242.0% |
| 5Y | +110.6% | -33.1% | +143.7% | +110.0% |
| All | +110.6% | -33.9% | +144.5% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling