-23.1%
MBOT vs SPY
+78.7%
-101.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -6.6% |
| 7D | -3.7% | +3.3% | -7.0% | -8.6% |
| 30D | +1.0% | -2.7% | +3.7% | +5.7% |
| 3M | -40.8% | -1.7% | -39.1% | -39.2% |
| 6M | -53.0% | +3.1% | -56.1% | -55.3% |
| YTD | -48.5% | +11.9% | -60.4% | -57.2% |
| 1Y | -51.4% | +12.0% | -63.4% | -59.4% |
| All | -23.1% | +78.7% | -101.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling