-99.3%
MBOT vs SPY
+308.5%
-407.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -6.8% |
| 7D | -3.7% | +3.3% | -7.0% | -6.9% |
| 30D | +1.0% | -2.7% | +3.7% | +4.1% |
| 3M | -40.8% | -1.7% | -39.1% | -39.7% |
| 6M | -53.0% | +3.1% | -56.1% | -54.3% |
| YTD | -48.5% | +11.9% | -60.4% | -53.8% |
| 1Y | -51.4% | +12.0% | -63.4% | -56.3% |
| 3Y | -24.3% | +78.2% | -102.4% | -54.8% |
| 5Y | -85.2% | +73.2% | -158.4% | -90.8% |
| All | -99.3% | +308.5% | -407.8% | -99.6% |
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