-69.7%
MRLN vs SPY
+29.4%
-99.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | -11.0% | -0.8% | -10.3% | -10.6% |
| 30D | -28.4% | -1.1% | -27.3% | -27.8% |
| 3M | -57.5% | +3.9% | -61.4% | -58.0% |
| 6M | -64.1% | +13.6% | -77.7% | -65.8% |
| YTD | -72.2% | +12.7% | -84.9% | -73.5% |
| 1Y | -71.3% | +17.5% | -88.8% | -72.7% |
| All | -69.7% | +29.4% | -99.1% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling