+127.2%
MRCY vs SPY
+77.0%
+50.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.8% |
| 7D | -2.2% | -0.8% | -1.4% | -1.3% |
| 30D | -27.8% | -1.1% | -26.7% | -26.8% |
| 3M | -32.4% | +3.9% | -36.3% | -35.0% |
| 6M | -6.3% | +13.6% | -19.9% | -16.9% |
| YTD | +10.4% | +12.7% | -2.3% | -1.1% |
| 1Y | +10.3% | +17.5% | -7.2% | -4.1% |
| 3Y | +127.2% | +76.9% | +50.3% | +41.9% |
| All | +127.2% | +77.0% | +50.2% | +41.9% |
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