+216.9%
MVBF vs SPY
+604.8%
-387.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | +2.6% | -0.9% | +3.6% | +3.3% |
| 3M | +11.3% | +3.9% | +7.4% | +8.1% |
| 6M | +22.2% | +14.5% | +7.7% | +10.8% |
| YTD | +20.6% | +12.9% | +7.7% | +10.4% |
| 1Y | +30.5% | +19.4% | +11.1% | +14.8% |
| 3Y | +47.4% | +78.5% | -31.1% | -0.9% |
| 5Y | -10.0% | +81.8% | -91.7% | -40.7% |
| 10Y | +191.3% | +311.5% | -120.2% | +35.8% |
| All | +216.9% | +604.8% | -387.8% | +38.5% |
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 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