-72.2%
MNOV vs SPY
+312.5%
-384.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.8% |
| 7D | +25.2% | -0.4% | +25.5% | +25.7% |
| 30D | +35.6% | -1.4% | +37.0% | +37.5% |
| 3M | +40.9% | +3.7% | +37.2% | +35.2% |
| 6M | +29.7% | +13.0% | +16.7% | +13.5% |
| YTD | +36.6% | +12.4% | +24.2% | +20.0% |
| 1Y | +39.8% | +18.5% | +21.3% | +15.8% |
| 3Y | -20.4% | +77.6% | -98.1% | -59.5% |
| 5Y | -56.1% | +81.7% | -137.8% | -78.5% |
| 10Y | -72.2% | +319.7% | -391.9% | -95.5% |
| All | -72.2% | +312.5% | -384.8% | -95.5% |
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 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