+41.2%
MBINM vs SPY
+117.3%
-76.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.2% | -2.0% | +2.2% | +0.6% |
| 30D | +0.6% | -1.7% | +2.3% | +1.0% |
| 3M | +2.5% | +4.7% | -2.2% | +1.4% |
| 6M | +5.1% | +12.5% | -7.4% | +2.2% |
| YTD | +5.6% | +11.7% | -6.2% | +2.8% |
| 1Y | +10.8% | +17.5% | -6.7% | +6.5% |
| 3Y | +32.0% | +76.6% | -44.6% | +8.3% |
| All | +41.2% | +117.3% | -76.1% | +7.6% |
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 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