+128.6%
MBX vs SPY
+38.0%
+90.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +1.5% | -3.3% | +4.9% | +6.7% |
| 3M | -20.3% | -2.4% | -17.9% | -17.4% |
| 6M | +32.0% | +2.6% | +29.4% | +27.0% |
| YTD | +71.4% | +11.2% | +60.2% | +46.3% |
| 1Y | +111.4% | +13.4% | +98.0% | +75.4% |
| All | +128.6% | +38.0% | +90.6% | +63.1% |
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