+327.2%
MRX vs SPY
+58.5%
+268.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.2% |
| 6M | +97.8% | +13.0% | +84.8% | +75.8% |
| YTD | +106.0% | +13.5% | +92.4% | +82.2% |
| 1Y | +123.3% | +20.0% | +103.3% | +87.2% |
| All | +327.2% | +58.5% | +268.8% | +186.9% |
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