-95.5%
MERC vs SPY
+3,056.6%
-3,152.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -5.5% |
| 7D | -8.0% | -0.9% | -7.1% | -7.6% |
| 30D | +15.0% | -2.4% | +17.4% | +18.4% |
| 3M | -54.0% | -1.2% | -52.8% | -53.4% |
| 6M | -72.6% | +3.3% | -75.9% | -73.4% |
| YTD | -88.4% | +12.3% | -100.7% | -89.6% |
| 1Y | -86.1% | +12.4% | -98.5% | -87.5% |
| 3Y | -97.3% | +78.8% | -176.1% | -98.4% |
| 5Y | -97.6% | +75.2% | -172.8% | -98.6% |
| 10Y | -96.3% | +311.1% | -407.4% | -99.1% |
| All | -95.5% | +3,056.6% | -3,152.1% | -99.8% |
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