-21.7%
MNOV vs SPY
+79.4%
-101.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | -2.8% | -0.9% | -1.8% | -2.4% |
| 30D | -8.4% | -2.4% | -6.1% | -7.4% |
| 3M | +6.8% | -1.2% | +8.0% | +7.5% |
| 6M | 0.0% | +3.3% | -3.3% | -1.5% |
| YTD | +7.6% | +12.3% | -4.7% | +2.1% |
| 1Y | -12.4% | +12.4% | -24.9% | -17.0% |
| All | -21.7% | +79.4% | -101.0% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling