-92.6%
MERC vs SPY
+3,091.8%
-3,184.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +5.9% | +5.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -44.1% | +0.1% | -44.2% | -44.2% |
| 3M | -56.3% | +2.0% | -58.3% | -57.1% |
| 6M | -78.8% | +13.0% | -91.8% | -81.2% |
| YTD | -80.8% | +13.5% | -94.4% | -83.0% |
| 1Y | -88.1% | +20.0% | -108.1% | -90.0% |
| 3Y | -95.5% | +77.2% | -172.7% | -97.4% |
| 5Y | -96.2% | +81.9% | -178.1% | -97.9% |
| 10Y | -93.9% | +314.1% | -407.9% | -98.5% |
| All | -92.6% | +3,091.8% | -3,184.4% | -99.6% |
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