-30.3%
BMM vs SPY
+10.5%
-40.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -7.4% |
| 7D | +0.6% | +3.3% | -2.7% | -5.7% |
| 30D | -32.8% | -2.7% | -30.2% | -28.7% |
| 3M | -40.7% | -1.7% | -38.9% | -38.4% |
| 6M | -55.0% | +3.1% | -58.1% | -57.9% |
| All | -30.3% | +10.5% | -40.8% | -47.8% |
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