+5.2%
MNR vs SPY
+86.9%
-81.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.1% |
| 30D | -1.1% | -1.4% | +0.2% | -0.6% |
| 3M | -2.5% | +3.7% | -6.2% | -4.2% |
| 6M | +2.7% | +13.0% | -10.3% | -3.2% |
| YTD | +28.4% | +12.4% | +16.0% | +21.3% |
| 1Y | +6.9% | +18.5% | -11.7% | -2.1% |
| All | +5.2% | +86.9% | -81.7% | -18.1% |
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