-100.0%
SPXU vs MKC
+359.8%
-459.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +0.6% |
| 7D | +1.3% | -4.3% | +5.6% | -3.3% |
| 30D | +5.1% | -3.1% | +8.2% | +1.8% |
| 3M | -9.1% | +6.8% | -16.0% | -3.1% |
| 6M | -29.6% | -18.3% | -11.2% | -44.4% |
| YTD | -27.7% | -23.1% | -4.6% | -47.1% |
| 1Y | -37.0% | -23.7% | -13.3% | -54.6% |
| 3Y | -80.2% | -31.0% | -49.2% | -86.9% |
| 5Y | -86.0% | -33.5% | -52.5% | -90.2% |
| 10Y | -99.5% | +30.3% | -129.8% | -98.7% |
| All | -100.0% | +359.8% | -459.8% | -99.5% |
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