-35.9%
MJ vs SPY
+80.4%
-116.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +14.4% | +0.1% | +14.4% | +14.3% |
| 3M | -4.3% | +2.0% | -6.3% | -6.5% |
| 6M | +0.5% | +13.0% | -12.5% | -11.7% |
| YTD | -13.5% | +13.5% | -27.1% | -24.3% |
| 1Y | -17.9% | +20.0% | -37.9% | -32.2% |
| All | -35.9% | +80.4% | -116.3% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling