-94.9%
MERC vs SPY
+3,045.4%
-3,140.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.4% | +13.4% | +13.4% |
| 7D | +4.0% | +3.3% | +0.7% | +0.3% |
| 30D | +36.8% | -2.7% | +39.5% | +41.3% |
| 3M | -45.8% | -1.7% | -44.1% | -44.9% |
| 6M | -70.5% | +3.1% | -73.5% | -71.3% |
| YTD | -86.9% | +11.9% | -98.8% | -88.2% |
| 1Y | -84.6% | +12.0% | -96.6% | -86.1% |
| 3Y | -96.9% | +78.2% | -175.1% | -98.2% |
| 5Y | -97.3% | +73.2% | -170.5% | -98.4% |
| 10Y | -95.8% | +309.6% | -405.4% | -99.0% |
| All | -94.9% | +3,045.4% | -3,140.3% | -99.7% |
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