-100.0%
MBRX vs SPY
+328.4%
-428.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.8% |
| 7D | -4.3% | -0.9% | -3.3% | -3.7% |
| 30D | -2.2% | -2.4% | +0.2% | +0.5% |
| 3M | -9.0% | -1.2% | -7.8% | -8.4% |
| 6M | -83.4% | +3.3% | -86.7% | -84.2% |
| YTD | +144.7% | +12.3% | +132.4% | +115.0% |
| 1Y | -32.4% | +12.4% | -44.8% | -40.9% |
| 3Y | -96.0% | +78.8% | -174.8% | -97.7% |
| 5Y | -99.1% | +75.2% | -174.3% | -99.5% |
| 10Y | -99.9% | +311.1% | -411.0% | -100.0% |
| All | -100.0% | +328.4% | -428.4% | -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