+23.2%
MMIN vs SPY
+236.3%
-213.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +4.5% | -3.7% | +8.2% | +4.7% |
| 3M | -0.9% | -2.7% | +1.8% | -0.8% |
| 6M | -0.9% | +2.2% | -3.1% | -1.1% |
| YTD | +0.6% | +10.8% | -10.2% | -0.1% |
| 1Y | +0.9% | +11.2% | -10.3% | +0.1% |
| 3Y | +13.8% | +76.5% | -62.7% | +9.1% |
| 5Y | +1.9% | +72.9% | -71.0% | -2.4% |
| All | +23.2% | +236.3% | -213.2% | +11.4% |
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