-82.6%
MRM vs SPY
+76.5%
-159.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | -7.6% | -1.4% | -6.2% | -7.3% |
| 3M | -21.5% | +3.7% | -25.2% | -22.3% |
| 6M | -30.0% | +13.0% | -43.0% | -32.3% |
| YTD | -53.1% | +12.4% | -65.5% | -54.6% |
| 1Y | -45.8% | +18.5% | -64.4% | -48.2% |
| All | -82.6% | +76.5% | -159.1% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling