-96.0%
MRAL vs SPY
+34.4%
-130.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.4% | +7.8% | -1.6% |
| 7D | +2.7% | +0.1% | +2.6% | +6.7% |
| 30D | -57.6% | -3.3% | -54.3% | -45.8% |
| 3M | -66.2% | -2.4% | -63.8% | -58.2% |
| 6M | -83.4% | +2.6% | -85.9% | -82.5% |
| YTD | -75.6% | +11.2% | -86.8% | -79.9% |
| 1Y | -93.0% | +13.4% | -106.4% | -94.5% |
| All | -96.0% | +34.4% | -130.5% | -97.8% |
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