-99.4%
MGRX vs SPY
+98.8%
-198.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.0% |
| 7D | -1.3% | -2.0% | +0.7% | +0.1% |
| 30D | -29.5% | -1.7% | -27.8% | -28.6% |
| 3M | +6.9% | +4.7% | +2.2% | +2.3% |
| 6M | +9.4% | +12.5% | -3.1% | +0.5% |
| YTD | -48.0% | +11.7% | -59.7% | -51.9% |
| 1Y | -82.4% | +17.5% | -99.9% | -84.2% |
| 3Y | -97.8% | +76.6% | -174.4% | -98.0% |
| All | -99.4% | +98.8% | -198.1% | -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 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