+4.3%
MNR vs SPY
+85.8%
-81.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -0.1% | -2.0% | +1.9% | +0.7% |
| 30D | -1.7% | -1.7% | 0.0% | -1.0% |
| 3M | -3.7% | +4.7% | -8.5% | -5.9% |
| 6M | +3.7% | +12.5% | -8.8% | -2.2% |
| YTD | +27.4% | +11.7% | +15.7% | +20.6% |
| 1Y | +4.6% | +17.5% | -12.9% | -3.8% |
| All | +4.3% | +85.8% | -81.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling