+236.5%
MVLL vs SPY
+36.5%
+200.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +4.2% |
| 7D | +13.9% | +0.5% | +13.3% | +10.3% |
| 30D | -0.8% | -0.9% | +0.1% | +3.5% |
| 3M | -54.2% | +3.9% | -58.1% | -57.7% |
| 6M | +266.2% | +14.5% | +251.7% | +146.6% |
| YTD | +274.7% | +12.9% | +261.8% | +167.4% |
| 1Y | +442.5% | +19.4% | +423.1% | +218.7% |
| All | +236.5% | +36.5% | +200.1% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling