+166.3%
MBX vs SPY
+40.1%
+126.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.8% |
| 7D | +3.4% | +0.5% | +2.8% | +2.5% |
| 30D | -7.1% | -0.9% | -6.2% | -5.9% |
| 3M | +117.2% | +3.9% | +113.3% | +105.1% |
| 6M | +106.2% | +14.5% | +91.7% | +70.4% |
| YTD | +99.7% | +12.9% | +86.8% | +66.8% |
| 1Y | +477.9% | +19.4% | +458.5% | +346.4% |
| All | +166.3% | +40.1% | +126.3% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling