-59.1%
MBOT vs SPY
+17.2%
-76.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.1% |
| 7D | +1.4% | -2.0% | +3.4% | +5.2% |
| 30D | -13.1% | -1.7% | -11.4% | -10.4% |
| 3M | -17.5% | +4.7% | -22.2% | -24.7% |
| 6M | -42.1% | +12.5% | -54.6% | -54.0% |
| YTD | -27.0% | +11.7% | -38.7% | -41.6% |
| 1Y | -59.1% | +17.5% | -76.6% | -69.2% |
| All | -59.1% | +17.2% | -76.3% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling