-99.5%
MCRB vs SPY
+332.2%
-431.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.7% |
| 7D | -9.6% | -2.0% | -7.6% | -7.2% |
| 30D | +9.9% | -1.7% | +11.6% | +12.4% |
| 3M | -21.4% | +4.7% | -26.2% | -26.1% |
| 6M | -43.0% | +12.5% | -55.5% | -51.1% |
| YTD | -65.7% | +11.7% | -77.4% | -69.8% |
| 1Y | -71.0% | +17.5% | -88.5% | -76.2% |
| 3Y | -92.1% | +76.6% | -168.7% | -96.2% |
| 5Y | -95.9% | +82.0% | -178.0% | -98.1% |
| 10Y | -97.6% | +317.1% | -414.7% | -99.7% |
| All | -99.5% | +332.2% | -431.7% | -99.9% |
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 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