+86.2%
MWYN vs SPY
+1.5%
+84.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +3.3% |
| 7D | -23.5% | -2.7% | -20.8% | -27.8% |
| 30D | +4.8% | -5.4% | +10.2% | -7.0% |
| 3M | +96.5% | -4.1% | +100.6% | +80.9% |
| 6M | +86.2% | +0.7% | +85.5% | +113.0% |
| All | +86.2% | +1.5% | +84.7% | +113.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling