-100.0%
MBOT vs SPY
+3,091.8%
-3,191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -22.2% | +0.1% | -22.2% | -22.1% |
| 3M | -26.5% | +2.0% | -28.5% | -27.5% |
| 6M | -41.2% | +13.0% | -54.2% | -46.6% |
| YTD | -28.0% | +13.5% | -41.5% | -34.7% |
| 1Y | -57.3% | +20.0% | -77.2% | -62.7% |
| 3Y | -34.2% | +77.2% | -111.4% | -56.7% |
| 5Y | -80.4% | +81.9% | -162.3% | -87.3% |
| 10Y | -99.3% | +314.1% | -413.4% | -99.8% |
| All | -100.0% | +3,091.8% | -3,191.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling