+159.2%
MKOR vs SPY
+78.0%
+81.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.0% |
| 7D | +3.5% | +0.1% | +3.3% | +3.3% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | -4.7% | +2.0% | -6.7% | -6.0% |
| 6M | +35.5% | +13.0% | +22.5% | +22.2% |
| YTD | +84.6% | +13.5% | +71.1% | +66.1% |
| 1Y | +135.9% | +20.0% | +115.9% | +104.1% |
| 3Y | +175.9% | +77.2% | +98.7% | +62.9% |
| All | +159.2% | +78.0% | +81.2% | +53.5% |
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