-52.1%
MNRO vs SPY
+77.4%
-129.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.1% |
| 6M | -30.0% | +13.0% | -43.0% | -37.3% |
| YTD | -30.1% | +13.5% | -43.7% | -37.7% |
| 1Y | -17.2% | +20.0% | -37.2% | -29.5% |
| All | -52.1% | +77.4% | -129.4% | -72.2% |
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