+40.1%
MBINM vs SPY
+120.8%
-80.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +1.1% | +2.0% | -0.8% | +0.6% |
| 6M | +3.5% | +13.0% | -9.6% | +0.5% |
| YTD | +4.7% | +13.5% | -8.8% | +1.6% |
| 1Y | +9.8% | +20.0% | -10.2% | +5.0% |
| 3Y | +29.2% | +77.2% | -48.0% | +6.2% |
| All | +40.1% | +120.8% | -80.7% | +6.4% |
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