-100.0%
MRDN vs SPY
+876.1%
-976.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -3.3% | +0.1% | -3.3% | -3.4% |
| 3M | +10.9% | +2.0% | +8.9% | +9.1% |
| 6M | +56.6% | +13.0% | +43.6% | +34.6% |
| YTD | +41.0% | +13.5% | +27.4% | +21.2% |
| 1Y | +15.0% | +20.0% | -5.0% | -8.5% |
| 3Y | -61.1% | +77.2% | -138.3% | -82.3% |
| 5Y | -83.3% | +81.9% | -165.2% | -93.1% |
| 10Y | -95.0% | +314.1% | -409.0% | -99.7% |
| All | -100.0% | +876.1% | -976.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling