+4.7%
MYN vs SPY
+318.9%
-314.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.5% | -2.0% | -1.5% | -3.1% |
| 30D | -5.9% | -1.7% | -4.3% | -5.6% |
| 3M | -7.0% | +4.7% | -11.7% | -7.9% |
| 6M | -5.5% | +12.5% | -18.0% | -7.8% |
| YTD | -3.5% | +11.7% | -15.2% | -5.7% |
| 1Y | -0.2% | +17.5% | -17.7% | -3.5% |
| 3Y | +15.1% | +76.6% | -61.4% | +2.1% |
| 5Y | -16.4% | +82.0% | -98.5% | -26.8% |
| All | +4.7% | +318.9% | -314.2% | -23.3% |
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 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