+96.7%
SPYG vs MKC
-31.7%
+128.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | -1.8% | -2.8% | +1.0% | -1.9% |
| 30D | -1.9% | -3.4% | +1.5% | -2.0% |
| 3M | +5.2% | +3.8% | +1.4% | +5.2% |
| 6M | +15.6% | -17.9% | +33.5% | +16.1% |
| YTD | +12.4% | -23.6% | +36.0% | +13.1% |
| 1Y | +17.5% | -23.1% | +40.5% | +18.1% |
| All | +96.7% | -31.7% | +128.4% | +102.4% |
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 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