+474.4%
MVLL vs SPY
+18.8%
+455.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +11.2% |
| 7D | +28.5% | -0.4% | +28.9% | +30.2% |
| 30D | +18.5% | -1.4% | +19.9% | +27.7% |
| 3M | -41.3% | +3.7% | -45.1% | -47.2% |
| 6M | +271.0% | +13.0% | +258.0% | +151.2% |
| YTD | +306.4% | +12.4% | +294.0% | +180.1% |
| 1Y | +474.4% | +18.5% | +455.9% | +317.5% |
| All | +474.4% | +18.8% | +455.6% | +317.5% |
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 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