+1,282.4%
MHK vs SPY
+3,091.8%
-1,809.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -1.5% | +0.1% | -1.6% | -1.5% |
| 3M | +27.0% | +2.0% | +25.0% | +25.0% |
| 6M | +16.1% | +13.0% | +3.1% | +3.1% |
| YTD | +22.3% | +13.5% | +8.7% | +8.0% |
| 1Y | -1.3% | +20.0% | -21.3% | -17.7% |
| 3Y | +31.3% | +77.2% | -45.9% | -26.2% |
| 5Y | -31.1% | +81.9% | -113.0% | -61.7% |
| 10Y | -37.5% | +314.1% | -351.6% | -84.0% |
| All | +1,282.4% | +3,091.8% | -1,809.4% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling