+615.7%
MLKN vs SPY
+3,015.5%
-2,399.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | +2.4% | -0.6% | +3.0% | +3.1% |
| 30D | +5.1% | -3.7% | +8.8% | +9.2% |
| 3M | -8.2% | -2.7% | -5.4% | -5.5% |
| 6M | +37.1% | +2.2% | +34.9% | +33.6% |
| YTD | +23.5% | +10.8% | +12.7% | +11.0% |
| 1Y | +62.0% | +11.2% | +50.8% | +45.0% |
| 3Y | +0.6% | +76.5% | -75.9% | -44.5% |
| 5Y | -34.5% | +72.9% | -107.5% | -62.3% |
| 10Y | -6.7% | +304.8% | -311.5% | -77.6% |
| All | +615.7% | +3,015.5% | -2,399.8% | -47.4% |
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