+5,272.7%
MKL vs SPY
+3,091.8%
+2,180.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | +2.7% | +2.0% | +0.7% | +0.9% |
| 6M | -10.5% | +13.0% | -23.5% | -18.4% |
| YTD | -15.0% | +13.5% | -28.6% | -22.9% |
| 1Y | -6.7% | +20.0% | -26.7% | -18.9% |
| 3Y | +22.6% | +77.2% | -54.6% | -20.4% |
| 5Y | +45.5% | +81.9% | -36.4% | -8.4% |
| 10Y | +93.8% | +314.1% | -220.2% | -29.5% |
| All | +5,272.7% | +3,091.8% | +2,180.9% | +930.4% |
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