+29.4%
MVLL vs SPY
+34.4%
-5.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.1% | +2.4% | +16.8% | +7.0% |
| 7D | -23.4% | +0.1% | -23.4% | -19.4% |
| 30D | -73.1% | -3.3% | -69.8% | -64.3% |
| 3M | -61.9% | -2.4% | -59.4% | -51.2% |
| 6M | -56.9% | +2.6% | -59.5% | -48.5% |
| YTD | +44.1% | +11.2% | +32.9% | +26.2% |
| 1Y | +17.5% | +13.4% | +4.1% | -2.5% |
| All | +29.4% | +34.4% | -5.0% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling