-25.3%
MHK vs SPY
+307.0%
-332.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -2.1% | +2.6% | -4.7% | -5.1% |
| 30D | +22.8% | -2.0% | +24.8% | +25.4% |
| 3M | +5.9% | -2.8% | +8.7% | +9.1% |
| 6M | +50.5% | +2.1% | +48.4% | +46.5% |
| YTD | +34.8% | +11.5% | +23.4% | +18.2% |
| 1Y | +36.5% | +13.5% | +23.1% | +17.2% |
| 3Y | +85.1% | +77.7% | +7.4% | -8.8% |
| 5Y | -16.9% | +72.6% | -89.5% | -57.0% |
| All | -25.3% | +307.0% | -332.3% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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