+3.9%
MB vs SPY
+46.8%
-42.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.2% | +0.1% | +4.1% | +4.4% |
| 3M | -40.1% | +2.0% | -42.1% | -39.9% |
| 6M | -21.3% | +13.0% | -34.3% | -22.6% |
| YTD | -40.3% | +13.5% | -53.8% | -41.4% |
| 1Y | -60.8% | +20.0% | -80.7% | -63.5% |
| All | +3.9% | +46.8% | -42.9% | -18.1% |
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