+43.0%
MKL vs SPY
+81.0%
-38.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -3.0% | -1.4% | -1.6% | -2.2% |
| 3M | -1.6% | +3.7% | -5.3% | -3.9% |
| 6M | -9.0% | +13.0% | -22.0% | -15.7% |
| YTD | -16.9% | +12.4% | -29.3% | -22.9% |
| 1Y | -7.4% | +18.5% | -26.0% | -17.1% |
| 3Y | +21.2% | +77.6% | -56.4% | -15.9% |
| 5Y | +43.0% | +81.7% | -38.7% | -4.6% |
| All | +43.0% | +81.0% | -38.0% | -4.6% |
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