-69.3%
MRLN vs SPY
+28.3%
-97.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -10.1% | -2.0% | -8.1% | -9.1% |
| 30D | -31.5% | -1.7% | -29.9% | -30.7% |
| 3M | -57.2% | +4.7% | -61.9% | -57.7% |
| 6M | -62.3% | +12.5% | -74.8% | -63.9% |
| YTD | -71.8% | +11.7% | -83.6% | -73.0% |
| 1Y | -70.9% | +17.5% | -88.4% | -72.2% |
| All | -69.3% | +28.3% | -97.6% | -70.7% |
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