-24.1%
BMM vs SPY
+10.9%
-35.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -2.8% |
| 7D | +15.1% | -0.9% | +16.0% | +16.2% |
| 30D | -28.7% | -2.4% | -26.3% | -24.9% |
| 3M | -35.2% | -1.2% | -34.0% | -33.6% |
| 6M | -49.7% | +3.3% | -53.0% | -53.1% |
| All | -24.1% | +10.9% | -35.0% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling