-97.9%
MRDN vs SPY
+307.0%
-404.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -35.0% | +2.6% | -37.6% | -36.1% |
| 30D | -48.7% | -2.0% | -46.7% | -47.9% |
| 3M | -59.9% | -2.8% | -57.2% | -59.1% |
| 6M | -48.0% | +2.1% | -50.2% | -48.3% |
| YTD | -41.3% | +11.5% | -52.8% | -44.5% |
| 1Y | -49.2% | +13.5% | -62.7% | -52.6% |
| 3Y | -80.5% | +77.7% | -158.2% | -86.0% |
| 5Y | -94.1% | +72.6% | -166.7% | -95.7% |
| All | -97.9% | +307.0% | -404.9% | -99.6% |
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