-7.8%
MVBF vs SPY
+79.8%
-87.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.7% |
| 7D | +1.3% | -2.0% | +3.3% | +2.8% |
| 30D | +4.2% | -1.7% | +5.8% | +5.4% |
| 3M | +12.8% | +4.7% | +8.1% | +8.7% |
| 6M | +24.3% | +12.5% | +11.8% | +13.2% |
| YTD | +23.5% | +11.7% | +11.7% | +13.1% |
| 1Y | +33.9% | +17.5% | +16.4% | +17.9% |
| 3Y | +50.9% | +76.6% | -25.6% | -0.4% |
| 5Y | -7.8% | +82.0% | -89.8% | -40.5% |
| All | -7.8% | +79.8% | -87.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling