-73.0%
MRDN vs SPY
+78.0%
-151.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -7.8% |
| 7D | -12.6% | +0.1% | -12.7% | -12.5% |
| 30D | -26.1% | -3.3% | -22.7% | -23.5% |
| 3M | -43.1% | -2.4% | -40.7% | -41.7% |
| 6M | -39.0% | +2.6% | -41.5% | -39.8% |
| YTD | -14.7% | +11.2% | -25.9% | -20.3% |
| 1Y | -25.7% | +13.4% | -39.1% | -31.7% |
| 3Y | -73.0% | +79.9% | -152.9% | -73.8% |
| All | -73.0% | +78.0% | -151.0% | -73.8% |
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