-87.9%
MKZR vs SPY
+40.3%
-128.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -4.3% | -1.4% | -2.9% | -2.9% |
| 3M | -40.2% | +3.7% | -43.9% | -41.8% |
| 6M | -60.5% | +13.0% | -73.5% | -64.5% |
| YTD | -64.2% | +12.4% | -76.6% | -67.6% |
| 1Y | -73.4% | +18.5% | -91.9% | -77.3% |
| All | -87.9% | +40.3% | -128.2% | -90.4% |
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