-87.3%
MKTW vs SPY
+143.8%
-231.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -0.9% | -2.0% | +1.0% | +1.0% |
| 30D | -2.5% | -1.7% | -0.9% | -0.9% |
| 3M | +7.8% | +4.7% | +3.1% | +2.8% |
| 6M | +30.4% | +12.5% | +17.9% | +15.1% |
| YTD | +29.9% | +11.7% | +18.2% | +15.7% |
| 1Y | +14.0% | +17.5% | -3.5% | -4.3% |
| 3Y | -10.2% | +76.6% | -86.7% | -51.3% |
| 5Y | -85.4% | +82.0% | -167.5% | -92.4% |
| All | -87.3% | +143.8% | -231.1% | -93.7% |
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