+254.8%
SPOT vs MKC
+17.9%
+236.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -2.9% | -4.3% | +1.5% | -2.3% |
| 30D | +8.3% | -2.0% | +10.3% | +8.6% |
| 3M | +5.1% | +10.0% | -4.9% | +3.8% |
| 6M | -6.5% | -18.5% | +12.1% | -4.2% |
| YTD | -9.0% | -22.4% | +13.5% | -6.3% |
| 1Y | -26.4% | -23.6% | -2.8% | -24.2% |
| 3Y | +240.0% | -30.4% | +270.5% | +252.4% |
| 5Y | +111.7% | -34.2% | +145.9% | +117.7% |
| All | +254.8% | +17.9% | +236.9% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling