-100.0%
MRDN vs SPY
+865.3%
-965.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.1% |
| 7D | -37.0% | -0.9% | -36.1% | -36.1% |
| 30D | -43.3% | -2.4% | -40.9% | -41.3% |
| 3M | -54.7% | -1.2% | -53.5% | -53.9% |
| 6M | -44.2% | +3.3% | -47.5% | -46.0% |
| YTD | -34.0% | +12.3% | -46.3% | -42.4% |
| 1Y | -45.7% | +12.4% | -58.1% | -53.0% |
| 3Y | -78.1% | +78.8% | -156.9% | -90.1% |
| 5Y | -93.3% | +75.2% | -168.5% | -97.1% |
| 10Y | -97.7% | +311.1% | -408.8% | -99.8% |
| All | -100.0% | +865.3% | -965.3% | -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