+83.8%
SPYM vs MAR
+154.9%
-71.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -0.8% | -0.5% | -0.2% | -0.6% |
| 30D | -1.1% | -5.4% | +4.3% | +0.9% |
| 3M | +3.9% | -15.5% | +19.4% | +10.1% |
| 6M | +13.6% | +3.0% | +10.7% | +11.3% |
| YTD | +12.7% | +8.5% | +4.2% | +7.7% |
| 1Y | +17.6% | +26.0% | -8.4% | +5.3% |
| 3Y | +77.2% | +68.6% | +8.6% | +38.8% |
| All | +83.8% | +154.9% | -71.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…
5y analysis · Full analysis span regression · 6 months rolling