+11.5%
MKTN vs SPY
+16.8%
-5.4%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +0.6% | -1.4% | +2.0% | +0.6% |
| 3M | +7.4% | +3.7% | +3.7% | +7.4% |
| 6M | +7.0% | +13.0% | -6.0% | +6.7% |
| YTD | +7.7% | +12.4% | -4.7% | +7.4% |
| All | +11.5% | +16.8% | -5.4% | +10.9% |
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