-97.4%
MIMI vs SPY
+31.6%
-129.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +12.4% |
| 7D | +9.7% | -2.0% | +11.7% | +12.1% |
| 30D | -46.7% | -1.7% | -45.0% | -45.6% |
| 3M | -65.1% | +4.7% | -69.9% | -66.8% |
| 6M | -66.3% | +12.5% | -78.9% | -69.8% |
| YTD | -65.0% | +11.7% | -76.7% | -68.4% |
| 1Y | -98.8% | +17.5% | -116.3% | -98.9% |
| All | -97.4% | +31.6% | -129.0% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling