+428.5%
MBIN vs SPY
+236.8%
+191.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +9.2% | -3.3% | +12.5% | +12.6% |
| 3M | -1.3% | -2.4% | +1.1% | +0.7% |
| 6M | +15.8% | +2.6% | +13.2% | +12.2% |
| YTD | +57.9% | +11.2% | +46.7% | +41.1% |
| 1Y | +71.1% | +13.4% | +57.7% | +50.0% |
| 3Y | +74.9% | +79.9% | -5.0% | -2.5% |
| 5Y | +78.6% | +72.2% | +6.4% | +3.4% |
| All | +428.5% | +236.8% | +191.7% | +78.0% |
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