+57.1%
MBUU vs SPY
+437.1%
-380.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | -4.8% | +0.1% | -4.8% | -4.9% |
| 3M | +3.0% | +2.0% | +1.0% | +0.7% |
| 6M | -0.2% | +13.0% | -13.2% | -13.1% |
| YTD | -1.2% | +13.5% | -14.7% | -14.2% |
| 1Y | -16.0% | +20.0% | -36.0% | -31.4% |
| 3Y | -44.4% | +77.2% | -121.6% | -70.4% |
| 5Y | -60.4% | +81.9% | -142.3% | -79.4% |
| 10Y | +102.5% | +314.1% | -211.6% | -52.1% |
| All | +57.1% | +437.1% | -380.0% | -68.3% |
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