+1,000.7%
MBWM vs SPY
+781.8%
+218.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +0.9% | +0.1% | +0.9% | +0.9% |
| 3M | +19.7% | +2.0% | +17.7% | +18.2% |
| 6M | +20.5% | +13.0% | +7.5% | +12.2% |
| YTD | +32.0% | +13.5% | +18.4% | +22.5% |
| 1Y | +31.3% | +20.0% | +11.3% | +18.0% |
| 3Y | +100.2% | +77.2% | +23.0% | +45.9% |
| 5Y | +140.0% | +81.9% | +58.1% | +71.7% |
| 10Y | +239.0% | +314.1% | -75.0% | +68.9% |
| All | +1,000.7% | +781.8% | +218.8% | +324.0% |
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