+494.0%
MBX vs SPY
+17.2%
+476.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -0.8% | -2.0% | +1.2% | +2.1% |
| 30D | -7.7% | -1.7% | -6.0% | -5.4% |
| 3M | +96.6% | +4.7% | +91.9% | +82.8% |
| 6M | +110.1% | +12.5% | +97.6% | +74.9% |
| YTD | +93.2% | +11.7% | +81.5% | +59.1% |
| 1Y | +494.0% | +17.5% | +476.5% | +207.2% |
| All | +494.0% | +17.2% | +476.7% | +207.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling