+231.5%
MVLL vs SPY
+37.2%
+194.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +15.9% |
| 7D | +5.7% | +0.1% | +5.6% | +4.8% |
| 30D | +4.9% | +0.1% | +4.8% | +4.5% |
| 3M | -64.2% | +2.0% | -66.2% | -62.6% |
| 6M | +360.9% | +13.0% | +347.8% | +222.8% |
| YTD | +269.2% | +13.5% | +255.6% | +156.7% |
| 1Y | +465.6% | +20.0% | +445.7% | +224.7% |
| All | +231.5% | +37.2% | +194.3% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling