-100.0%
MRKR vs SPY
+1,188.7%
-1,288.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.2% | -2.0% | -1.2% | -2.5% |
| 30D | +7.1% | -1.7% | +8.8% | +7.8% |
| 3M | -16.1% | +4.7% | -20.8% | -17.5% |
| 6M | -14.9% | +12.5% | -27.4% | -18.5% |
| YTD | -19.5% | +11.7% | -31.2% | -22.7% |
| 1Y | +31.9% | +17.5% | +14.4% | +24.5% |
| 3Y | -78.3% | +76.6% | -154.8% | -81.8% |
| 5Y | -93.7% | +82.0% | -175.7% | -94.7% |
| 10Y | -98.1% | +317.1% | -415.2% | -98.6% |
| All | -100.0% | +1,188.7% | -1,288.7% | -100.0% |
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