-7.4%
MB vs SPY
+43.3%
-50.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -2.4% | -0.6% | -1.8% | -1.3% |
| 30D | +3.7% | -3.7% | +7.4% | +6.8% |
| 3M | -44.2% | -2.7% | -41.4% | -42.8% |
| 6M | -49.8% | +2.2% | -52.0% | -48.9% |
| YTD | -46.7% | +10.8% | -57.6% | -46.7% |
| 1Y | -49.4% | +11.2% | -60.6% | -49.3% |
| All | -7.4% | +43.3% | -50.6% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling