+1,025.2%
MKTX vs SPY
+866.9%
+158.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | -0.2% | -2.0% | +1.8% | +2.0% |
| 30D | +0.8% | -1.7% | +2.5% | +2.6% |
| 3M | +41.1% | +4.7% | +36.4% | +34.1% |
| 6M | -9.5% | +12.5% | -22.1% | -21.0% |
| YTD | -8.7% | +11.7% | -20.4% | -19.9% |
| 1Y | -10.0% | +17.5% | -27.4% | -25.7% |
| 3Y | -24.6% | +76.6% | -101.2% | -63.0% |
| 5Y | -60.3% | +82.0% | -142.3% | -81.5% |
| 10Y | +5.0% | +317.1% | -312.1% | -84.6% |
| All | +1,025.2% | +866.9% | +158.3% | -37.6% |
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