+21.9%
MMIN vs SPY
+244.6%
-222.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | -2.7% | +2.0% | -4.7% | -2.9% |
| 6M | -2.0% | +13.0% | -15.0% | -2.8% |
| YTD | -0.5% | +13.5% | -14.0% | -1.3% |
| 1Y | +4.3% | +20.0% | -15.6% | +3.0% |
| 3Y | +11.0% | +77.2% | -66.2% | +6.4% |
| 5Y | +0.5% | +81.9% | -81.4% | -4.1% |
| All | +21.9% | +244.6% | -222.7% | +10.1% |
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