-78.1%
MRVI vs SPY
+131.2%
-209.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.9% |
| 7D | -10.8% | -0.8% | -10.0% | -10.0% |
| 30D | +13.0% | -1.1% | +14.0% | +14.2% |
| 3M | +25.3% | +3.9% | +21.5% | +19.8% |
| 6M | +83.9% | +13.6% | +70.3% | +60.1% |
| YTD | +100.9% | +12.7% | +88.2% | +76.9% |
| 1Y | +134.1% | +17.5% | +116.5% | +97.2% |
| 3Y | -37.3% | +76.9% | -114.2% | -64.6% |
| 5Y | -86.1% | +83.6% | -169.7% | -92.5% |
| All | -78.1% | +131.2% | -209.3% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling