+647.7%
MLKN vs SPY
+3,091.8%
-2,444.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | +56.6% | +2.0% | +54.7% | +53.2% |
| 6M | +16.9% | +13.0% | +3.8% | +3.1% |
| YTD | +29.0% | +13.5% | +15.5% | +13.2% |
| 1Y | +12.7% | +20.0% | -7.2% | -6.8% |
| 3Y | +31.2% | +77.2% | -45.9% | -27.8% |
| 5Y | -36.4% | +81.9% | -118.2% | -65.2% |
| 10Y | -17.4% | +314.1% | -331.4% | -80.6% |
| All | +647.7% | +3,091.8% | -2,444.1% | -46.4% |
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