-30.0%
MKTW vs SPY
+77.0%
-107.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.4% |
| 7D | -1.3% | -0.8% | -0.6% | -0.6% |
| 30D | -5.2% | -1.1% | -4.2% | -4.3% |
| 3M | +10.6% | +3.9% | +6.7% | +6.8% |
| 6M | +33.7% | +13.6% | +20.1% | +18.7% |
| YTD | +32.7% | +12.7% | +20.1% | +19.0% |
| 1Y | +12.1% | +17.5% | -5.4% | -4.5% |
| 3Y | -30.0% | +76.9% | -106.9% | -67.4% |
| All | -30.0% | +77.0% | -107.0% | -67.4% |
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