-70.6%
MBLY vs SPY
+110.9%
-181.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.5% |
| 7D | +1.9% | +0.5% | +1.4% | +0.9% |
| 30D | -2.4% | -0.9% | -1.5% | -0.8% |
| 3M | -12.1% | +3.9% | -16.0% | -16.8% |
| 6M | +6.4% | +14.5% | -8.2% | -13.8% |
| YTD | -18.4% | +12.9% | -31.3% | -32.2% |
| 1Y | -42.6% | +19.4% | -61.9% | -56.2% |
| 3Y | -76.5% | +78.5% | -155.0% | -89.5% |
| All | -70.6% | +110.9% | -181.5% | -89.5% |
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