-15.2%
MNPR vs SPY
+162.8%
-178.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -3.4% | -1.4% | -2.0% | -2.5% |
| 3M | +85.4% | +3.7% | +81.6% | +80.7% |
| 6M | +93.5% | +13.0% | +80.5% | +78.2% |
| YTD | +72.1% | +12.4% | +59.7% | +59.0% |
| 1Y | +150.1% | +18.5% | +131.6% | +123.6% |
| 3Y | +3,788.6% | +77.6% | +3,711.0% | +2,794.8% |
| 5Y | +274.6% | +81.7% | +192.9% | +174.2% |
| All | -15.2% | +162.8% | -178.0% | -53.5% |
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