+57.7%
MNDO vs SPY
+724.7%
-667.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -2.0% | -0.9% | -1.0% | -1.6% |
| 3M | +8.7% | +3.9% | +4.8% | +6.8% |
| 6M | -20.0% | +14.5% | -34.5% | -24.9% |
| YTD | -13.0% | +12.9% | -26.0% | -17.8% |
| 1Y | -16.0% | +19.4% | -35.3% | -22.7% |
| 3Y | -34.7% | +78.5% | -113.1% | -50.6% |
| 5Y | -53.7% | +81.8% | -135.4% | -65.8% |
| 10Y | +21.3% | +311.5% | -290.3% | -43.1% |
| All | +57.7% | +724.7% | -667.0% | -37.5% |
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 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