+4.7%
MAMB vs SPY
+100.6%
-95.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.2% |
| 30D | +2.9% | -5.4% | +8.3% | +3.6% |
| 3M | -0.1% | -4.1% | +3.9% | +0.3% |
| 6M | -1.8% | +0.7% | -2.5% | -2.0% |
| YTD | +0.6% | +8.7% | -8.1% | -0.5% |
| 1Y | +1.5% | +10.9% | -9.4% | +0.2% |
| 3Y | +20.5% | +75.0% | -54.5% | +11.9% |
| 5Y | +1.5% | +67.8% | -66.3% | -5.9% |
| All | +4.7% | +100.6% | -95.9% | -5.8% |
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 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