-71.5%
MBLY vs SPY
+110.4%
-181.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -1.0% |
| 7D | -3.6% | -0.8% | -2.9% | -2.3% |
| 30D | -6.3% | -1.1% | -5.2% | -4.5% |
| 3M | -13.9% | +3.9% | -17.7% | -18.6% |
| 6M | +4.8% | +13.6% | -8.8% | -13.9% |
| YTD | -21.0% | +12.7% | -33.7% | -34.1% |
| 1Y | -41.5% | +17.5% | -59.0% | -54.3% |
| 3Y | -77.1% | +76.9% | -154.0% | -89.6% |
| All | -71.5% | +110.4% | -181.9% | -89.8% |
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