-30.9%
MHK vs SPY
+81.8%
-112.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | +3.7% | +0.5% | +3.2% | +3.1% |
| 30D | -4.7% | -0.9% | -3.7% | -3.5% |
| 3M | +27.9% | +3.9% | +24.0% | +22.6% |
| 6M | +20.8% | +14.5% | +6.3% | +3.2% |
| YTD | +18.7% | +12.9% | +5.8% | +3.1% |
| 1Y | -7.0% | +19.4% | -26.4% | -24.6% |
| 3Y | +37.9% | +78.5% | -40.6% | -32.4% |
| 5Y | -30.9% | +81.8% | -112.6% | -66.6% |
| All | -30.9% | +81.8% | -112.7% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling