-14.9%
MBC vs SPY
+104.9%
-119.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -6.9% | +0.1% | -6.9% | -6.9% |
| 3M | +2.3% | +2.0% | +0.3% | +0.1% |
| 6M | -11.3% | +13.0% | -24.3% | -23.0% |
| YTD | -22.9% | +13.5% | -36.5% | -33.4% |
| 1Y | -34.8% | +20.0% | -54.8% | -47.3% |
| 3Y | -34.5% | +77.2% | -111.7% | -66.0% |
| All | -14.9% | +104.9% | -119.8% | -61.8% |
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