+828.4%
SPYM vs MAR
+1,288.6%
-460.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -4.2% | +4.3% | +1.5% |
| 30D | +0.1% | -6.7% | +6.7% | +2.3% |
| 3M | +2.0% | -12.5% | +14.5% | +6.3% |
| 6M | +13.1% | +0.6% | +12.5% | +12.1% |
| YTD | +13.6% | +9.1% | +4.5% | +9.2% |
| 1Y | +20.1% | +26.2% | -6.1% | +9.5% |
| 3Y | +77.6% | +68.2% | +9.4% | +45.5% |
| 5Y | +82.5% | +163.9% | -81.4% | +26.4% |
| 10Y | +317.6% | +420.6% | -103.0% | +112.4% |
| All | +828.4% | +1,288.6% | -460.2% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling