-69.9%
MNRO vs SPY
+313.2%
-383.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +3.3% | +0.1% | +3.3% | +3.3% |
| 3M | -11.7% | +2.0% | -13.7% | -12.9% |
| 6M | -30.0% | +13.0% | -43.0% | -37.0% |
| YTD | -30.1% | +13.5% | -43.7% | -37.4% |
| 1Y | -17.2% | +20.0% | -37.2% | -29.4% |
| 3Y | -53.2% | +77.2% | -130.4% | -72.4% |
| 5Y | -71.2% | +81.9% | -153.0% | -83.5% |
| All | -69.9% | +313.2% | -383.0% | -92.6% |
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