+311.2%
SPY vs MKC
+29.3%
+281.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | -1.7% | -3.4% | +1.7% | -0.9% |
| 3M | +4.7% | +3.8% | +1.0% | +3.3% |
| 6M | +12.5% | -17.9% | +30.4% | +18.0% |
| YTD | +11.7% | -23.6% | +35.3% | +19.1% |
| 1Y | +17.5% | -23.1% | +40.6% | +24.6% |
| 3Y | +76.6% | -31.5% | +108.1% | +91.6% |
| 5Y | +82.0% | -33.1% | +115.1% | +95.7% |
| All | +311.2% | +29.3% | +281.9% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling