+101.3%
MBWM vs SPY
+71.5%
+29.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | 0.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +6.7% | -3.3% | +10.0% | +9.2% |
| 3M | +2.2% | -2.4% | +4.6% | +3.9% |
| 6M | +19.9% | +2.6% | +17.4% | +17.1% |
| YTD | +30.9% | +11.2% | +19.7% | +19.8% |
| 1Y | +40.7% | +13.4% | +27.3% | +26.8% |
| 3Y | +103.4% | +79.9% | +23.5% | +32.1% |
| 5Y | +101.3% | +72.2% | +29.1% | +29.8% |
| All | +101.3% | +71.5% | +29.8% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling