+611.5%
MIRM vs SPY
+181.8%
+429.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +0.3% | +2.6% | -2.3% | -2.2% |
| 30D | +17.5% | -2.0% | +19.5% | +19.9% |
| 3M | -4.8% | -2.8% | -2.1% | -2.2% |
| 6M | -13.9% | +2.1% | -16.0% | -15.8% |
| YTD | +19.0% | +11.5% | +7.5% | +7.3% |
| 1Y | +35.7% | +13.5% | +22.3% | +20.4% |
| 3Y | +208.3% | +77.7% | +130.6% | +75.0% |
| 5Y | +491.9% | +72.6% | +419.3% | +242.3% |
| All | +611.5% | +181.8% | +429.7% | +138.5% |
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 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