+34.5%
MMI vs SPY
+322.5%
-287.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.2% |
| 7D | -1.9% | -0.8% | -1.2% | -1.2% |
| 30D | +0.4% | -1.1% | +1.5% | +1.5% |
| 3M | +3.1% | +3.9% | -0.8% | -1.3% |
| 6M | +21.0% | +13.6% | +7.4% | +5.1% |
| YTD | +15.7% | +12.7% | +3.0% | +1.4% |
| 1Y | -4.1% | +17.5% | -21.6% | -19.7% |
| 3Y | +1.5% | +76.9% | -75.4% | -45.6% |
| 5Y | -13.4% | +83.6% | -97.0% | -55.3% |
| All | +34.5% | +322.5% | -287.9% | -72.5% |
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