+45.8%
MVLL vs SPY
+35.2%
+10.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -2.9% |
| 7D | +49.2% | +3.3% | +45.9% | +29.3% |
| 30D | -68.2% | -2.7% | -65.6% | -58.9% |
| 3M | -56.1% | -1.7% | -54.3% | -45.2% |
| 6M | -48.1% | +3.1% | -51.2% | -39.1% |
| YTD | +62.4% | +11.9% | +50.5% | +39.2% |
| 1Y | +37.8% | +12.0% | +25.8% | +21.0% |
| All | +45.8% | +35.2% | +10.6% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling