-97.3%
MIMI vs SPY
+33.0%
-130.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.0% |
| 7D | -11.9% | -1.0% | -10.8% | -11.7% |
| 30D | -44.2% | -1.2% | -43.0% | -44.0% |
| 3M | -78.7% | +2.5% | -81.1% | -78.7% |
| 6M | -83.4% | +13.0% | -96.4% | -83.5% |
| YTD | -83.4% | +13.0% | -96.4% | -83.5% |
| 1Y | -98.4% | +15.6% | -114.1% | -98.4% |
| All | -97.3% | +33.0% | -130.2% | -97.0% |
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