-91.6%
MRDN vs SPY
+71.5%
-163.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -7.2% |
| 7D | -12.6% | +0.1% | -12.7% | -12.5% |
| 30D | -26.1% | -3.3% | -22.7% | -24.1% |
| 3M | -43.1% | -2.4% | -40.7% | -42.1% |
| 6M | -39.0% | +2.6% | -41.5% | -39.6% |
| YTD | -14.7% | +11.2% | -25.9% | -19.2% |
| 1Y | -25.7% | +13.4% | -39.1% | -30.5% |
| 3Y | -73.0% | +79.9% | -152.9% | -79.9% |
| 5Y | -91.6% | +72.2% | -163.8% | -93.7% |
| All | -91.6% | +71.5% | -163.1% | -93.7% |
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 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