-45.9%
MNPR vs SPY
+162.6%
-208.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.7% |
| 30D | -6.9% | -2.4% | -4.6% | -5.1% |
| 3M | -37.3% | -1.2% | -36.2% | -36.7% |
| 6M | +9.5% | +3.3% | +6.2% | +7.3% |
| YTD | +9.8% | +12.3% | -2.4% | +1.8% |
| 1Y | -14.0% | +12.4% | -26.5% | -20.4% |
| 3Y | +3,787.8% | +78.8% | +3,709.0% | +2,797.5% |
| 5Y | +186.3% | +75.2% | +111.2% | +114.7% |
| All | -45.9% | +162.6% | -208.4% | -70.3% |
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