+35.3%
MVV vs SPY
+79.8%
-44.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.7% |
| 7D | -5.0% | -2.0% | -3.0% | -1.0% |
| 30D | -10.5% | -1.7% | -8.8% | -7.3% |
| 3M | -0.8% | +4.7% | -5.5% | -9.6% |
| 6M | +12.6% | +12.5% | +0.1% | -10.8% |
| YTD | +19.7% | +11.7% | +8.0% | -3.5% |
| 1Y | +20.6% | +17.5% | +3.1% | -11.9% |
| 3Y | +66.5% | +76.6% | -10.0% | -44.0% |
| 5Y | +35.3% | +82.0% | -46.7% | -53.3% |
| All | +35.3% | +79.8% | -44.4% | -53.3% |
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