+299.5%
MRNX vs SPY
+11.3%
+288.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +6.7% |
| 7D | -3.3% | -0.8% | -2.5% | +0.3% |
| 30D | +155.0% | -1.1% | +156.1% | +175.1% |
| 3M | +261.5% | +3.9% | +257.6% | +227.5% |
| 6M | +147.7% | +13.6% | +134.1% | +72.8% |
| All | +299.5% | +11.3% | +288.2% | +204.3% |
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 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