+29.0%
MNDO vs SPY
+322.5%
-293.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +2.0% | -0.8% | +2.7% | +2.2% |
| 30D | +1.0% | -1.1% | +2.0% | +1.3% |
| 3M | +9.6% | +3.9% | +5.7% | +8.4% |
| 6M | -12.0% | +13.6% | -25.6% | -15.0% |
| YTD | -10.4% | +12.7% | -23.1% | -13.4% |
| 1Y | -13.4% | +17.5% | -31.0% | -17.3% |
| 3Y | -32.7% | +76.9% | -109.6% | -43.0% |
| 5Y | -51.4% | +83.6% | -135.0% | -59.6% |
| All | +29.0% | +322.5% | -293.5% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling