-96.3%
MREO vs SPY
+189.8%
-286.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.2% |
| 7D | -9.0% | -0.4% | -8.6% | -8.6% |
| 30D | -10.7% | -1.4% | -9.3% | -9.3% |
| 3M | -20.6% | +3.7% | -24.3% | -24.0% |
| 6M | -38.0% | +13.0% | -51.0% | -46.2% |
| YTD | -41.7% | +12.4% | -54.1% | -49.0% |
| 1Y | -86.6% | +18.5% | -105.2% | -88.6% |
| 3Y | -82.8% | +77.6% | -160.4% | -90.6% |
| 5Y | -90.9% | +81.7% | -172.6% | -95.0% |
| All | -96.3% | +189.8% | -286.1% | -98.7% |
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 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