+159.2%
MMI vs SPY
+442.6%
-283.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | +6.6% | +2.0% | +4.6% | +3.8% |
| 6M | +21.3% | +13.0% | +8.3% | +5.5% |
| YTD | +18.0% | +13.5% | +4.4% | +2.1% |
| 1Y | -0.9% | +20.0% | -20.9% | -19.3% |
| 3Y | -0.3% | +77.2% | -77.5% | -47.6% |
| 5Y | -13.8% | +81.9% | -95.6% | -55.9% |
| 10Y | +31.3% | +314.1% | -282.8% | -74.5% |
| All | +159.2% | +442.6% | -283.4% | -57.3% |
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