+88.1%
MHK vs SPY
+78.4%
+9.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | +4.4% | -0.6% | +5.0% | +5.0% |
| 30D | +28.5% | -3.7% | +32.2% | +33.7% |
| 3M | +11.9% | -2.7% | +14.6% | +15.0% |
| 6M | +46.1% | +2.2% | +44.0% | +42.1% |
| YTD | +38.8% | +10.8% | +28.0% | +23.1% |
| 1Y | +40.4% | +11.2% | +29.2% | +24.1% |
| 3Y | +88.1% | +76.5% | +11.6% | -23.2% |
| All | +88.1% | +78.4% | +9.8% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling