+105.2%
MKOR vs SPY
+75.4%
+29.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -17.3% | -1.7% | -15.5% | -14.8% |
| 6M | -16.6% | +3.1% | -19.7% | -17.4% |
| YTD | +46.1% | +11.9% | +34.2% | +35.0% |
| 1Y | +52.2% | +12.0% | +40.2% | +40.6% |
| 3Y | +127.6% | +78.2% | +49.4% | +36.4% |
| All | +105.2% | +75.4% | +29.8% | +24.7% |
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