-68.8%
MWYN vs SPY
+36.9%
-105.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.7% |
| 7D | -14.1% | -0.6% | -13.5% | -14.1% |
| 30D | -2.2% | -3.7% | +1.5% | -2.7% |
| 3M | +61.3% | -2.7% | +64.0% | +60.7% |
| 6M | +69.6% | +2.2% | +67.4% | +69.0% |
| YTD | +59.7% | +10.8% | +48.9% | +55.7% |
| 1Y | +44.6% | +11.2% | +33.3% | +40.5% |
| All | -68.8% | +36.9% | -105.8% | -70.9% |
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 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