+967.4%
MBWM vs SPY
+741.3%
+226.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.4% |
| 7D | -0.6% | -4.7% | +4.1% | +2.1% |
| 30D | +2.4% | -5.9% | +8.3% | +5.9% |
| 3M | -2.1% | -4.5% | +2.4% | +0.3% |
| 6M | +17.5% | +1.8% | +15.7% | +16.0% |
| YTD | +28.0% | +8.3% | +19.7% | +21.9% |
| 1Y | +36.5% | +9.3% | +27.2% | +29.3% |
| 3Y | +91.6% | +74.9% | +16.8% | +40.6% |
| 5Y | +95.1% | +67.3% | +27.8% | +45.9% |
| 10Y | +224.0% | +311.6% | -87.5% | +63.0% |
| All | +967.4% | +741.3% | +226.0% | +321.7% |
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