-73.8%
MNRO vs SPY
+304.1%
-377.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -7.1% | -0.6% | -6.5% | -6.5% |
| 30D | -20.4% | -3.7% | -16.7% | -17.2% |
| 3M | -6.1% | -2.7% | -3.4% | -3.1% |
| 6M | -36.6% | +2.2% | -38.7% | -37.2% |
| YTD | -43.2% | +10.8% | -54.0% | -47.7% |
| 1Y | -35.3% | +11.2% | -46.5% | -40.5% |
| 3Y | -52.5% | +76.5% | -129.0% | -71.7% |
| 5Y | -78.4% | +72.9% | -151.3% | -87.0% |
| 10Y | -73.8% | +304.8% | -378.6% | -93.1% |
| All | -73.8% | +304.1% | -377.9% | -93.1% |
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 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