+52.0%
MBCE vs SPY
+108.5%
-56.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +2.5% | +0.5% | +1.9% | +1.9% |
| 30D | -2.6% | -0.9% | -1.7% | -1.7% |
| 3M | -0.3% | +3.9% | -4.2% | -3.6% |
| 6M | +4.8% | +14.5% | -9.7% | -7.6% |
| YTD | +2.8% | +12.9% | -10.1% | -8.1% |
| 1Y | +3.9% | +19.4% | -15.5% | -12.0% |
| 3Y | +38.9% | +78.5% | -39.6% | -21.4% |
| 5Y | +28.1% | +81.8% | -53.6% | -28.2% |
| All | +52.0% | +108.5% | -56.5% | -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 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