+67.9%
MRP vs SPY
+30.4%
+37.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +9.1% | +0.1% | +9.1% | +9.1% |
| 3M | +14.1% | +2.0% | +12.1% | +12.5% |
| 6M | +8.8% | +13.0% | -4.2% | -0.2% |
| YTD | +16.0% | +13.5% | +2.4% | +6.0% |
| 1Y | +3.5% | +20.0% | -16.5% | -8.6% |
| All | +67.9% | +30.4% | +37.5% | +32.3% |
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 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