+65.0%
MBB vs SPY
+687.4%
-622.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | -0.5% | +2.0% | -2.5% | -0.5% |
| 6M | -1.3% | +13.0% | -14.3% | -1.3% |
| YTD | +0.2% | +13.5% | -13.4% | +0.1% |
| 1Y | +2.5% | +20.0% | -17.5% | +2.4% |
| 3Y | +15.0% | +77.2% | -62.2% | +14.7% |
| 5Y | +0.9% | +81.9% | -80.9% | +0.6% |
| 10Y | +12.5% | +314.1% | -301.6% | +14.1% |
| All | +65.0% | +687.4% | -622.4% | +66.6% |
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