+298.5%
MRX vs SPY
+57.2%
+241.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.3% |
| 7D | -6.7% | -0.8% | -6.0% | -6.1% |
| 30D | +2.9% | -1.1% | +3.9% | +3.9% |
| 3M | +15.5% | +3.9% | +11.6% | +11.5% |
| 6M | +105.9% | +13.6% | +92.3% | +81.8% |
| YTD | +92.1% | +12.7% | +79.4% | +71.1% |
| 1Y | +117.7% | +17.5% | +100.2% | +86.3% |
| All | +298.5% | +57.2% | +241.2% | +169.5% |
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 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