-56.5%
MNOV vs SPY
+81.8%
-138.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.7% |
| 7D | +21.5% | +0.5% | +21.0% | +21.1% |
| 30D | +30.6% | -0.9% | +31.5% | +31.4% |
| 3M | +34.6% | +3.9% | +30.7% | +31.0% |
| 6M | +28.7% | +14.5% | +14.2% | +17.1% |
| YTD | +33.6% | +12.9% | +20.7% | +22.6% |
| 1Y | +38.9% | +19.4% | +19.5% | +22.6% |
| 3Y | -22.2% | +78.5% | -100.7% | -50.4% |
| 5Y | -56.5% | +81.8% | -138.2% | -71.4% |
| All | -56.5% | +81.8% | -138.2% | -71.4% |
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