-69.6%
MCRB vs SPY
+20.8%
-90.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +11.9% | +0.1% | +11.8% | +11.8% |
| 30D | +14.3% | +0.1% | +14.2% | +14.3% |
| 3M | -16.5% | +2.0% | -18.5% | -18.1% |
| 6M | -37.3% | +13.0% | -50.4% | -45.9% |
| YTD | -61.6% | +13.5% | -75.1% | -65.8% |
| 1Y | -69.6% | +20.0% | -89.5% | -66.9% |
| All | -69.6% | +20.8% | -90.4% | -66.9% |
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