-10.7%
MB vs SPY
+40.0%
-50.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.4% | -7.4% | -8.3% |
| 7D | -3.7% | -4.7% | +1.0% | +0.2% |
| 30D | -5.2% | -5.9% | +0.7% | -0.6% |
| 3M | -10.5% | -4.5% | -6.0% | -6.8% |
| 6M | -58.9% | +1.8% | -60.7% | -57.6% |
| YTD | -48.7% | +8.3% | -57.0% | -47.7% |
| 1Y | -57.4% | +9.3% | -66.8% | -56.8% |
| All | -10.7% | +40.0% | -50.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling