+22.0%
MMIN vs SPY
+238.3%
-216.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -1.3% | +2.6% | -3.9% | -1.5% |
| 30D | +2.9% | -2.0% | +4.8% | +3.0% |
| 3M | -2.2% | -2.8% | +0.6% | -2.0% |
| 6M | -1.8% | +2.1% | -4.0% | -2.0% |
| YTD | -0.4% | +11.5% | -11.9% | -1.1% |
| 1Y | -0.1% | +13.5% | -13.6% | -1.0% |
| 3Y | +12.6% | +77.7% | -65.1% | +7.9% |
| 5Y | +0.9% | +72.6% | -71.7% | -3.3% |
| All | +22.0% | +238.3% | -216.4% | +10.3% |
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 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