+329.3%
MRNY vs SPY
+18.1%
+311.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +3.4% |
| 7D | -0.4% | -0.8% | +0.3% | +0.8% |
| 30D | +122.6% | -1.1% | +123.7% | +127.0% |
| 3M | +165.9% | +3.9% | +162.0% | +154.9% |
| 6M | +142.2% | +13.6% | +128.6% | +107.1% |
| YTD | +301.7% | +12.7% | +289.0% | +245.8% |
| 1Y | +329.3% | +17.5% | +311.8% | +237.5% |
| All | +329.3% | +18.1% | +311.1% | +237.5% |
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 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