+44.6%
MWYN vs SPY
+11.9%
+32.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.9% |
| 7D | -14.1% | -0.6% | -13.5% | -14.1% |
| 30D | -2.2% | -3.7% | +1.5% | -3.7% |
| 3M | +61.3% | -2.7% | +64.0% | +59.6% |
| 6M | +69.6% | +2.2% | +67.4% | +68.1% |
| YTD | +59.7% | +10.8% | +48.9% | +46.9% |
| 1Y | +44.6% | +11.2% | +33.3% | +33.1% |
| All | +44.6% | +11.9% | +32.6% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling