-78.6%
MBOT vs SPY
+81.8%
-160.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.9% |
| 7D | +2.0% | +0.5% | +1.5% | +1.2% |
| 30D | -20.6% | -0.9% | -19.7% | -19.6% |
| 3M | -17.6% | +3.9% | -21.5% | -21.6% |
| 6M | -37.0% | +14.5% | -51.5% | -47.3% |
| YTD | -25.0% | +12.9% | -37.9% | -35.9% |
| 1Y | -66.7% | +19.4% | -86.0% | -73.3% |
| 3Y | -26.5% | +78.5% | -104.9% | -62.2% |
| 5Y | -78.6% | +81.8% | -160.3% | -87.4% |
| All | -78.6% | +81.8% | -160.3% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling