-42.5%
MMI vs SPY
+74.6%
-117.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.5% |
| 7D | -16.0% | -0.9% | -15.1% | -15.5% |
| 30D | -11.5% | -2.4% | -9.1% | -9.6% |
| 3M | -19.7% | -1.2% | -18.6% | -19.1% |
| 6M | -17.3% | +3.3% | -20.6% | -20.4% |
| YTD | -7.5% | +12.3% | -19.8% | -18.2% |
| 1Y | -18.6% | +12.4% | -31.0% | -28.1% |
| 3Y | -12.7% | +78.8% | -91.5% | -52.7% |
| 5Y | -42.5% | +75.2% | -117.7% | -68.0% |
| All | -42.5% | +74.6% | -117.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling