+7.1%
MLKN vs SPY
+17.2%
-10.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.2% |
| 7D | -7.1% | -2.0% | -5.1% | -4.7% |
| 30D | -11.9% | -1.7% | -10.2% | -10.0% |
| 3M | +41.3% | +4.7% | +36.6% | +33.3% |
| 6M | +10.9% | +12.5% | -1.6% | -6.0% |
| YTD | +17.1% | +11.7% | +5.4% | -0.3% |
| 1Y | +7.1% | +17.5% | -10.4% | -21.6% |
| All | +7.1% | +17.2% | -10.1% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling