+41.8%
MINT vs SPY
+835.4%
-793.6%
-4.6%
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% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +1.0% | +2.0% | -1.0% | +1.0% |
| 6M | +2.1% | +13.0% | -10.9% | +2.0% |
| YTD | +2.9% | +13.5% | -10.7% | +2.8% |
| 1Y | +4.4% | +20.0% | -15.6% | +4.2% |
| 3Y | +16.4% | +77.2% | -60.8% | +15.8% |
| 5Y | +19.7% | +81.9% | -62.1% | +19.1% |
| 10Y | +31.2% | +314.1% | -282.8% | +29.9% |
| All | +41.8% | +835.4% | -793.6% | +40.4% |
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