+182.5%
MRBK vs SPY
+237.9%
-55.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -1.5% | -1.1% | -0.4% | -1.1% |
| 3M | 0.0% | +3.9% | -3.9% | -1.6% |
| 6M | +6.4% | +13.6% | -7.3% | +0.9% |
| YTD | +14.0% | +12.7% | +1.3% | +8.5% |
| 1Y | +30.2% | +17.5% | +12.7% | +21.9% |
| 3Y | +89.2% | +76.9% | +12.3% | +53.7% |
| 5Y | +71.8% | +83.6% | -11.8% | +37.0% |
| All | +182.5% | +237.9% | -55.4% | +84.7% |
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 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