-34.1%
BMM vs SPY
+11.9%
-46.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.7% | -15.8% | -18.3% |
| 7D | -32.3% | -0.7% | -31.6% | -31.1% |
| 30D | -39.0% | -1.0% | -38.0% | -37.0% |
| 3M | -46.1% | -0.3% | -45.8% | -45.2% |
| 6M | -58.5% | +7.3% | -65.8% | -64.4% |
| All | -34.1% | +11.9% | -46.0% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling