-60.3%
MNOV vs SPY
+72.7%
-133.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -3.4% | +3.3% | -6.7% | -5.5% |
| 30D | -6.7% | -2.7% | -4.0% | -5.0% |
| 3M | +5.3% | -1.7% | +7.0% | +6.6% |
| 6M | +1.4% | +3.1% | -1.6% | -0.6% |
| YTD | +6.9% | +11.9% | -5.0% | -1.1% |
| 1Y | -10.8% | +12.0% | -22.8% | -17.5% |
| 3Y | -21.3% | +78.2% | -99.5% | -49.6% |
| All | -60.3% | +72.7% | -133.1% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling