+77.2%
SPYM vs MKC
-31.4%
+108.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.8% | -1.5% | +0.7% | -0.7% |
| 30D | -1.1% | -3.1% | +2.0% | -0.9% |
| 3M | +3.9% | +5.2% | -1.3% | +3.5% |
| 6M | +13.6% | -12.8% | +26.4% | +15.0% |
| YTD | +12.7% | -23.3% | +36.0% | +15.4% |
| 1Y | +17.6% | -24.1% | +41.7% | +20.5% |
| 3Y | +77.2% | -32.1% | +109.3% | +84.7% |
| All | +77.2% | -31.4% | +108.6% | +84.7% |
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