-17.0%
MNPR vs SPY
+161.3%
-178.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -7.2% | -2.0% | -5.3% | -5.9% |
| 30D | -3.9% | -1.7% | -2.3% | -2.8% |
| 3M | +85.1% | +4.7% | +80.3% | +79.1% |
| 6M | +87.9% | +12.5% | +75.4% | +73.6% |
| YTD | +68.4% | +11.7% | +56.7% | +56.2% |
| 1Y | +156.3% | +17.5% | +138.8% | +130.6% |
| 3Y | +3,704.8% | +76.6% | +3,628.3% | +2,744.9% |
| 5Y | +295.5% | +82.0% | +213.5% | +189.3% |
| All | -17.0% | +161.3% | -178.3% | -54.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling