-83.5%
MRDN vs SPY
+81.8%
-165.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | -6.5% | -0.9% | -5.6% | -5.9% |
| 3M | +5.6% | +3.9% | +1.8% | +3.6% |
| 6M | +40.0% | +14.5% | +25.5% | +29.3% |
| YTD | +40.2% | +12.9% | +27.3% | +31.1% |
| 1Y | +6.0% | +19.4% | -13.4% | -4.2% |
| 3Y | -64.0% | +78.5% | -142.5% | -73.5% |
| 5Y | -83.5% | +81.8% | -165.2% | -88.1% |
| All | -83.5% | +81.8% | -165.2% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling