-84.2%
MJ vs SPY
+82.0%
-166.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 6M | +0.5% | +13.0% | -12.5% | -13.1% |
| YTD | -13.5% | +13.5% | -27.1% | -25.6% |
| 1Y | -17.9% | +20.0% | -37.9% | -34.1% |
| 3Y | -30.7% | +77.2% | -107.9% | -66.8% |
| All | -84.2% | +82.0% | -166.2% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling