-50.8%
MNRO vs SPY
+75.1%
-125.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.5% |
| 7D | -8.4% | -2.7% | -5.7% | -5.3% |
| 30D | -19.7% | -5.4% | -14.3% | -14.2% |
| 3M | -9.8% | -4.1% | -5.7% | -5.0% |
| 6M | -35.9% | +0.7% | -36.6% | -35.4% |
| YTD | -42.4% | +8.7% | -51.1% | -45.9% |
| 1Y | -32.8% | +10.9% | -43.7% | -38.0% |
| 3Y | -50.8% | +75.0% | -125.8% | -74.7% |
| All | -50.8% | +75.1% | -125.9% | -74.7% |
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