+41.0%
MBINM vs SPY
+117.6%
-76.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -0.3% | +3.3% | -3.6% | -1.0% |
| 30D | +2.0% | -2.7% | +4.7% | +2.6% |
| 3M | +0.6% | -1.7% | +2.3% | +0.9% |
| 6M | +2.1% | +3.1% | -1.0% | +1.3% |
| YTD | +5.4% | +11.9% | -6.5% | +2.5% |
| 1Y | +10.9% | +12.0% | -1.1% | +7.8% |
| 3Y | +31.5% | +78.2% | -46.7% | +7.4% |
| All | +41.0% | +117.6% | -76.6% | +7.4% |
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