-29.4%
MYY vs SPY
+78.0%
-107.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -0.8% |
| 7D | -0.8% | +0.1% | -0.8% | -0.4% |
| 30D | -1.0% | -3.3% | +2.3% | -3.9% |
| 3M | +5.5% | -2.4% | +8.0% | +3.5% |
| 6M | +1.1% | +2.6% | -1.5% | +4.5% |
| YTD | -9.0% | +11.2% | -20.2% | +2.8% |
| 1Y | -10.5% | +13.4% | -23.8% | +3.3% |
| 3Y | -29.4% | +79.9% | -109.3% | +43.3% |
| All | -29.4% | +78.0% | -107.5% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling