-97.7%
MIMI vs SPY
+33.7%
-131.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.5% |
| 30D | -50.2% | +0.1% | -50.3% | -50.0% |
| 3M | -68.9% | +2.0% | -70.9% | -69.4% |
| 6M | -70.3% | +13.0% | -83.3% | -73.6% |
| YTD | -68.3% | +13.5% | -81.8% | -71.8% |
| 1Y | -98.5% | +20.0% | -118.5% | -98.7% |
| All | -97.7% | +33.7% | -131.4% | -97.8% |
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 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