-10.2%
MB vs SPY
+40.5%
-50.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -6.6% | -2.7% | -3.9% | -4.0% |
| 30D | -6.4% | -5.4% | -1.0% | -2.2% |
| 3M | -1.9% | -4.1% | +2.2% | +1.9% |
| 6M | -55.4% | +0.7% | -56.1% | -54.0% |
| YTD | -48.4% | +8.7% | -57.1% | -47.5% |
| 1Y | -57.2% | +10.9% | -68.1% | -57.1% |
| All | -10.2% | +40.5% | -50.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling