+347.8%
MRNY vs SPY
+20.8%
+326.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.2% |
| 30D | +142.8% | +0.1% | +142.7% | +143.8% |
| 3M | +159.1% | +2.0% | +157.1% | +154.3% |
| 6M | +139.8% | +13.0% | +126.8% | +106.2% |
| YTD | +303.4% | +13.5% | +289.9% | +243.1% |
| 1Y | +347.8% | +20.0% | +327.8% | +236.3% |
| All | +347.8% | +20.8% | +326.9% | +236.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling