+129.7%
MKOR vs SPY
+78.7%
+50.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +8.7% | +3.3% | +5.4% | +4.7% |
| 30D | -14.1% | -2.7% | -11.4% | -10.6% |
| 3M | -17.3% | -1.7% | -15.5% | -14.7% |
| 6M | -16.6% | +3.1% | -19.7% | -17.4% |
| YTD | +46.1% | +11.9% | +34.2% | +35.1% |
| 1Y | +52.2% | +12.0% | +40.2% | +40.7% |
| All | +129.7% | +78.7% | +50.9% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling