-5.6%
MRP vs SPY
+14.6%
-20.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.7% |
| 7D | +6.1% | -0.7% | +6.8% | +6.7% |
| 30D | +19.6% | -1.0% | +20.7% | +20.6% |
| 3M | -5.4% | -0.3% | -5.1% | -5.1% |
| 6M | -3.3% | +7.3% | -10.7% | -9.5% |
| YTD | +0.8% | +13.3% | -12.6% | -11.8% |
| 1Y | -5.6% | +14.8% | -20.3% | -18.2% |
| All | -5.6% | +14.6% | -20.2% | -18.2% |
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