-99.3%
MGRX vs SPY
+100.5%
-199.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.1% |
| 7D | -1.9% | -0.8% | -1.2% | -1.4% |
| 30D | -24.4% | -1.1% | -23.3% | -23.7% |
| 3M | +8.9% | +3.9% | +5.1% | +5.0% |
| 6M | +4.9% | +13.6% | -8.7% | -4.1% |
| YTD | -45.5% | +12.7% | -58.2% | -49.9% |
| 1Y | -81.1% | +17.5% | -98.6% | -83.0% |
| 3Y | -97.6% | +76.9% | -174.5% | -97.8% |
| All | -99.3% | +100.5% | -199.8% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling