-31.9%
MBRX vs SPY
+14.6%
-46.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | -2.1% |
| 7D | -3.3% | -0.7% | -2.5% | -1.2% |
| 30D | -11.3% | -1.0% | -10.3% | -7.6% |
| 3M | +3.4% | -0.3% | +3.8% | +5.1% |
| 6M | -82.9% | +7.3% | -90.3% | -86.4% |
| YTD | +155.6% | +13.3% | +142.3% | +83.8% |
| 1Y | -31.9% | +14.8% | -46.7% | -50.8% |
| All | -31.9% | +14.6% | -46.6% | -50.8% |
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