+21.3%
MMIN vs SPY
+241.1%
-219.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -2.5% | -1.4% | -1.1% | -2.4% |
| 3M | -3.1% | +3.7% | -6.8% | -3.4% |
| 6M | -2.3% | +13.0% | -15.3% | -3.1% |
| YTD | -0.9% | +12.4% | -13.3% | -1.7% |
| 1Y | +2.2% | +18.5% | -16.4% | +1.0% |
| 3Y | +10.6% | +77.6% | -67.0% | +6.0% |
| 5Y | 0.0% | +81.7% | -81.7% | -4.6% |
| All | +21.3% | +241.1% | -219.8% | +9.6% |
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