+86.7%
SPYG vs MKC
-33.0%
+119.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.9% | -1.5% | +0.6% | -0.8% |
| 30D | -1.5% | -3.1% | +1.6% | -1.3% |
| 3M | +3.7% | +5.2% | -1.5% | +3.0% |
| 6M | +16.4% | -12.8% | +29.2% | +18.2% |
| YTD | +13.3% | -23.3% | +36.6% | +16.8% |
| 1Y | +17.9% | -24.1% | +42.0% | +21.6% |
| 3Y | +98.3% | -32.1% | +130.4% | +109.3% |
| All | +86.7% | -33.0% | +119.7% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling