+422.4%
MBIN vs SPY
+241.9%
+180.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.9% |
| 7D | +2.2% | +0.5% | +1.7% | +1.7% |
| 30D | -2.5% | -0.9% | -1.5% | -1.6% |
| 3M | +10.1% | +3.9% | +6.2% | +5.6% |
| 6M | +28.0% | +14.5% | +13.5% | +11.5% |
| YTD | +56.1% | +12.9% | +43.1% | +37.9% |
| 1Y | +62.8% | +19.4% | +43.4% | +35.9% |
| 3Y | +90.6% | +78.5% | +12.2% | +7.4% |
| 5Y | +129.9% | +81.8% | +48.2% | +26.2% |
| All | +422.4% | +241.9% | +180.5% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling