+304.4%
MRX vs SPY
+55.9%
+248.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | -2.1% | -2.0% | -0.1% | -0.2% |
| 30D | +23.9% | -1.7% | +25.6% | +25.9% |
| 3M | +19.9% | +4.7% | +15.2% | +15.0% |
| 6M | +108.0% | +12.5% | +95.5% | +85.4% |
| YTD | +95.0% | +11.7% | +83.2% | +75.1% |
| 1Y | +117.7% | +17.5% | +100.2% | +86.2% |
| All | +304.4% | +55.9% | +248.5% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling