-45.8%
MNPR vs SPY
+159.2%
-205.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +2.7% | -0.6% | +3.3% | +3.4% |
| 30D | -9.1% | -3.7% | -5.4% | -6.4% |
| 3M | -38.3% | -2.7% | -35.6% | -36.9% |
| 6M | +12.9% | +2.2% | +10.7% | +11.6% |
| YTD | +9.9% | +10.8% | -0.9% | +2.8% |
| 1Y | -13.6% | +11.2% | -24.8% | -19.4% |
| 3Y | +3,790.5% | +76.5% | +3,714.0% | +2,827.7% |
| 5Y | +202.2% | +72.9% | +129.3% | +128.8% |
| All | -45.8% | +159.2% | -205.0% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling