+102.0%
MMI vs SPY
+432.8%
-330.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -11.1% | +2.6% | -13.7% | -13.7% |
| 30D | -9.9% | -2.0% | -8.0% | -8.3% |
| 3M | -21.7% | -2.8% | -19.0% | -19.7% |
| 6M | -15.6% | +2.1% | -17.8% | -18.3% |
| YTD | -8.0% | +11.5% | -19.5% | -19.1% |
| 1Y | -14.2% | +13.5% | -27.6% | -26.0% |
| 3Y | -13.3% | +77.7% | -91.0% | -54.8% |
| 5Y | -43.7% | +72.6% | -116.3% | -69.6% |
| 10Y | +2.4% | +308.2% | -305.7% | -80.0% |
| All | +102.0% | +432.8% | -330.7% | -66.2% |
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