-99.9%
MNDR vs SPY
+52.5%
-152.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -14.9% | -1.4% | -13.5% | -14.4% |
| 3M | -64.4% | +3.7% | -68.1% | -64.9% |
| 6M | -72.1% | +13.0% | -85.1% | -73.2% |
| YTD | -72.2% | +12.4% | -84.6% | -73.3% |
| 1Y | -93.4% | +18.5% | -112.0% | -93.8% |
| All | -99.9% | +52.5% | -152.4% | -99.7% |
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 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