+41.5%
MVLL vs SPY
+14.6%
+26.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.7% | -15.9% | -24.9% |
| 7D | -62.4% | -0.7% | -61.7% | -60.1% |
| 30D | -69.1% | -1.0% | -68.1% | -65.2% |
| 3M | -57.4% | -0.3% | -57.0% | -53.7% |
| 6M | -48.1% | +7.3% | -55.5% | -54.2% |
| YTD | +61.9% | +13.3% | +48.6% | +9.5% |
| 1Y | +41.5% | +14.8% | +26.7% | -7.8% |
| All | +41.5% | +14.6% | +26.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling