+0.6%
MLKN vs SPY
+78.4%
-77.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | +2.4% | -0.6% | +3.0% | +3.1% |
| 30D | +5.1% | -3.7% | +8.8% | +9.4% |
| 3M | -8.2% | -2.7% | -5.4% | -5.4% |
| 6M | +37.1% | +2.2% | +34.9% | +33.1% |
| YTD | +23.5% | +10.8% | +12.7% | +9.3% |
| 1Y | +62.0% | +11.2% | +50.8% | +42.6% |
| 3Y | +0.6% | +76.5% | -75.9% | -53.8% |
| All | +0.6% | +78.4% | -77.8% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling