+333.3%
MYN vs SPY
+3,091.8%
-2,758.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -2.5% | +0.1% | -2.5% | -2.5% |
| 3M | -4.2% | +2.0% | -6.2% | -4.5% |
| 6M | -2.8% | +13.0% | -15.8% | -4.4% |
| YTD | -0.5% | +13.5% | -14.0% | -2.1% |
| 1Y | +7.6% | +20.0% | -12.4% | +5.0% |
| 3Y | +17.0% | +77.2% | -60.2% | +8.4% |
| 5Y | -13.9% | +81.9% | -95.8% | -20.8% |
| 10Y | +6.5% | +314.1% | -307.6% | -11.5% |
| All | +333.3% | +3,091.8% | -2,758.5% | +177.6% |
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