+823.3%
SPYM vs MKC
+423.1%
+400.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | +0.6% | -4.3% | +4.9% | +2.1% |
| 30D | -0.9% | -2.0% | +1.1% | -0.4% |
| 3M | +3.9% | +10.0% | -6.1% | -0.1% |
| 6M | +14.5% | -18.5% | +33.1% | +21.8% |
| YTD | +13.0% | -22.4% | +35.4% | +21.6% |
| 1Y | +19.4% | -23.6% | +43.1% | +28.8% |
| 3Y | +78.9% | -30.4% | +109.3% | +95.8% |
| 5Y | +82.3% | -34.2% | +116.5% | +100.1% |
| 10Y | +314.7% | +26.8% | +287.9% | +228.3% |
| All | +823.3% | +423.1% | +400.2% | +292.7% |
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 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