+371.1%
MFM vs SPY
+3,056.6%
-2,685.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +5.5% | -2.4% | +7.8% | +5.9% |
| 3M | -1.8% | -1.2% | -0.7% | -1.6% |
| 6M | -2.8% | +3.3% | -6.1% | -3.4% |
| YTD | +0.7% | +12.3% | -11.6% | -1.5% |
| 1Y | +2.0% | +12.4% | -10.5% | -0.2% |
| 3Y | +29.8% | +78.8% | -49.0% | +16.3% |
| 5Y | -7.8% | +75.2% | -83.0% | -17.5% |
| 10Y | +26.5% | +311.1% | -284.6% | -2.7% |
| All | +371.1% | +3,056.6% | -2,685.5% | +167.9% |
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