-100.0%
MBRX vs SPY
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +10.2% | -0.4% | +10.6% | +10.5% |
| 30D | +77.9% | -1.4% | +79.3% | +80.3% |
| 3M | -68.3% | +3.7% | -72.0% | -69.6% |
| 6M | -61.0% | +13.0% | -74.0% | -65.6% |
| YTD | -76.9% | +12.4% | -89.3% | -79.4% |
| 1Y | -92.5% | +18.5% | -111.0% | -93.6% |
| 3Y | -99.5% | +77.6% | -177.1% | -99.7% |
| 5Y | -99.9% | +81.7% | -181.6% | -100.0% |
| 10Y | -100.0% | +319.7% | -419.6% | -100.0% |
| All | -100.0% | +312.5% | -412.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling