+5,152.1%
MKL vs SPY
+3,074.3%
+2,077.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -0.6% | +0.5% | -1.2% | -1.0% |
| 30D | -4.8% | -0.9% | -3.8% | -4.1% |
| 3M | -0.6% | +3.9% | -4.5% | -3.6% |
| 6M | -9.9% | +14.5% | -24.5% | -18.7% |
| YTD | -16.9% | +12.9% | -29.9% | -24.4% |
| 1Y | -7.4% | +19.4% | -26.8% | -19.2% |
| 3Y | +21.2% | +78.5% | -57.2% | -21.7% |
| 5Y | +41.4% | +81.8% | -40.3% | -10.9% |
| 10Y | +90.8% | +311.5% | -220.7% | -30.3% |
| All | +5,152.1% | +3,074.3% | +2,077.8% | +911.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling