+117.1%
MBX vs SPY
+34.8%
+82.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.5% |
| 7D | -8.1% | -2.7% | -5.4% | -4.5% |
| 30D | -5.8% | -5.4% | -0.5% | +1.9% |
| 3M | -23.5% | -4.1% | -19.4% | -18.9% |
| 6M | +59.9% | +0.7% | +59.2% | +57.8% |
| YTD | +62.8% | +8.7% | +54.1% | +43.5% |
| 1Y | +107.6% | +10.9% | +96.7% | +77.6% |
| All | +117.1% | +34.8% | +82.3% | +60.0% |
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