+326.3%
MYN vs SPY
+3,034.0%
-2,707.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.0% | +2.6% | -4.6% | -2.3% |
| 30D | +6.1% | -2.0% | +8.1% | +6.4% |
| 3M | -5.1% | -2.8% | -2.3% | -4.8% |
| 6M | -4.0% | +2.1% | -6.2% | -4.3% |
| YTD | -2.1% | +11.5% | -13.5% | -3.5% |
| 1Y | -1.7% | +13.5% | -15.2% | -3.4% |
| 3Y | +19.6% | +77.7% | -58.1% | +10.7% |
| 5Y | -16.0% | +72.6% | -88.6% | -22.2% |
| 10Y | +14.6% | +308.2% | -293.6% | -4.6% |
| All | +326.3% | +3,034.0% | -2,707.7% | +173.7% |
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