+123.3%
MRX vs SPY
+20.8%
+102.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.8% |
| 7D | +7.5% | +0.1% | +7.3% | +7.4% |
| 30D | +22.1% | +0.1% | +22.1% | +22.1% |
| 3M | +44.0% | +2.0% | +42.0% | +42.2% |
| 6M | +97.8% | +13.0% | +84.8% | +79.3% |
| YTD | +106.0% | +13.5% | +92.4% | +85.4% |
| 1Y | +123.3% | +20.0% | +103.3% | +106.6% |
| All | +123.3% | +20.8% | +102.4% | +106.6% |
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