-98.2%
MRM vs SPY
+117.9%
-216.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -1.4% | +2.6% | -4.0% | -2.4% |
| 30D | -17.6% | -2.0% | -15.6% | -16.8% |
| 3M | -72.8% | -2.8% | -70.1% | -72.5% |
| 6M | -71.1% | +2.1% | -73.3% | -71.4% |
| YTD | -85.7% | +11.5% | -97.2% | -86.3% |
| 1Y | -86.0% | +13.5% | -99.5% | -86.7% |
| 3Y | -94.4% | +77.7% | -172.1% | -95.7% |
| 5Y | -96.3% | +72.6% | -168.9% | -96.8% |
| All | -98.2% | +117.9% | -216.0% | -99.0% |
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 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