+544.4%
MGM vs SPY
+3,059.5%
-2,515.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.4% |
| 30D | -6.2% | -1.4% | -4.9% | -4.5% |
| 3M | -13.8% | +3.7% | -17.5% | -18.2% |
| 6M | +14.1% | +13.0% | +1.1% | -3.7% |
| YTD | +11.4% | +12.4% | -1.0% | -5.1% |
| 1Y | +12.9% | +18.5% | -5.6% | -10.4% |
| 3Y | -7.0% | +77.6% | -84.7% | -56.1% |
| 5Y | -4.9% | +81.7% | -86.6% | -55.1% |
| 10Y | +73.9% | +319.7% | -245.8% | -67.8% |
| All | +544.4% | +3,059.5% | -2,515.1% | -82.3% |
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