+762.8%
MVV vs SPY
+792.1%
-29.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.1% |
| 7D | +2.1% | +0.5% | +1.6% | +1.0% |
| 30D | -6.7% | -0.9% | -5.7% | -4.7% |
| 3M | +2.0% | +3.9% | -1.9% | -5.9% |
| 6M | +18.5% | +14.5% | +4.0% | -10.7% |
| YTD | +24.8% | +12.9% | +11.9% | -2.8% |
| 1Y | +23.4% | +19.4% | +4.1% | -14.2% |
| 3Y | +73.6% | +78.5% | -4.9% | -46.2% |
| 5Y | +37.9% | +81.8% | -43.9% | -55.5% |
| 10Y | +224.3% | +311.5% | -87.2% | -76.8% |
| All | +762.8% | +792.1% | -29.3% | -82.1% |
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