+227.6%
MVV vs SPY
+322.5%
-94.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -0.2% |
| 7D | -3.8% | -0.8% | -3.0% | -2.1% |
| 30D | -9.7% | -1.1% | -8.6% | -7.5% |
| 3M | -4.1% | +3.9% | -8.0% | -11.5% |
| 6M | +15.0% | +13.6% | +1.4% | -11.8% |
| YTD | +21.6% | +12.7% | +8.9% | -4.8% |
| 1Y | +18.5% | +17.5% | +1.0% | -14.7% |
| 3Y | +68.9% | +76.9% | -8.0% | -46.6% |
| 5Y | +37.5% | +83.6% | -46.1% | -56.6% |
| All | +227.6% | +322.5% | -94.8% | -78.5% |
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 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