+362.9%
MFM vs SPY
+3,034.0%
-2,671.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | +5.3% | -2.0% | +7.3% | +5.7% |
| 3M | -4.1% | -2.8% | -1.3% | -3.6% |
| 6M | -3.5% | +2.1% | -5.6% | -3.9% |
| YTD | -1.0% | +11.5% | -12.5% | -3.0% |
| 1Y | +0.2% | +13.5% | -13.2% | -2.1% |
| 3Y | +28.4% | +77.7% | -49.3% | +15.2% |
| 5Y | -9.8% | +72.6% | -82.4% | -19.0% |
| 10Y | +24.3% | +308.2% | -283.8% | -4.2% |
| All | +362.9% | +3,034.0% | -2,671.0% | +163.6% |
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