-7.8%
MFM vs SPY
+74.6%
-82.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +5.5% | -2.4% | +7.8% | +6.0% |
| 3M | -1.8% | -1.2% | -0.7% | -1.6% |
| 6M | -2.8% | +3.3% | -6.1% | -3.6% |
| YTD | +0.7% | +12.3% | -11.6% | -2.0% |
| 1Y | +2.0% | +12.4% | -10.5% | -0.8% |
| 3Y | +29.8% | +78.8% | -49.0% | +12.5% |
| 5Y | -7.8% | +75.2% | -83.0% | -20.8% |
| All | -7.8% | +74.6% | -82.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling