-79.9%
SPXU vs MKC
-31.4%
-48.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.3% |
| 7D | +2.5% | -1.5% | +3.9% | +2.2% |
| 30D | +4.2% | -3.1% | +7.3% | +3.7% |
| 3M | -9.3% | +5.2% | -14.5% | -8.3% |
| 6M | -30.7% | -12.8% | -17.9% | -33.4% |
| YTD | -28.1% | -23.3% | -4.8% | -33.5% |
| 1Y | -35.2% | -24.1% | -11.1% | -40.5% |
| 3Y | -79.9% | -32.1% | -47.8% | -82.0% |
| All | -79.9% | -31.4% | -48.5% | -82.0% |
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 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