+54.7%
MKL vs SPY
+72.1%
-17.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +2.0% | +2.6% | -0.6% | +0.5% |
| 30D | +10.0% | -2.0% | +12.0% | +11.1% |
| 3M | +7.6% | -2.8% | +10.4% | +9.1% |
| 6M | +8.6% | +2.1% | +6.5% | +6.7% |
| YTD | -8.0% | +11.5% | -19.5% | -14.4% |
| 1Y | -5.0% | +13.5% | -18.5% | -12.6% |
| 3Y | +46.1% | +77.7% | -31.6% | +1.5% |
| All | +54.7% | +72.1% | -17.4% | +8.2% |
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 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