+256.5%
MRNX vs SPY
+11.0%
+245.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -5.0% |
| 7D | -20.0% | -0.4% | -19.7% | -18.7% |
| 30D | +156.7% | -1.4% | +158.0% | +180.1% |
| 3M | +244.2% | +3.7% | +240.5% | +215.3% |
| 6M | +125.4% | +13.0% | +112.4% | +61.0% |
| All | +256.5% | +11.0% | +245.5% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling