+319.0%
MNPR vs SPY
+81.8%
+237.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -2.7% | +0.5% | -3.3% | -3.1% |
| 30D | -4.1% | -0.9% | -3.1% | -3.3% |
| 3M | +88.7% | +3.9% | +84.8% | +82.9% |
| 6M | +98.5% | +14.5% | +84.0% | +78.7% |
| YTD | +75.2% | +12.9% | +62.2% | +59.3% |
| 1Y | +175.7% | +19.4% | +156.4% | +141.2% |
| 3Y | +3,857.8% | +78.5% | +3,779.3% | +2,968.1% |
| 5Y | +319.0% | +81.8% | +237.2% | +215.5% |
| All | +319.0% | +81.8% | +237.2% | +215.5% |
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 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