-99.2%
MBOT vs SPY
+322.5%
-421.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.5% |
| 30D | -16.7% | -1.1% | -15.6% | -15.8% |
| 3M | -20.3% | +3.9% | -24.2% | -23.3% |
| 6M | -49.1% | +13.6% | -62.7% | -55.2% |
| YTD | -27.5% | +12.7% | -40.2% | -35.6% |
| 1Y | -62.7% | +17.5% | -80.2% | -68.0% |
| 3Y | -34.1% | +76.9% | -111.0% | -60.5% |
| 5Y | -79.4% | +83.6% | -163.0% | -88.0% |
| All | -99.2% | +322.5% | -421.7% | -99.7% |
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