+617.7%
MMT vs SPY
+304.1%
+313.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +304.4% | -0.6% | +305.0% | +307.8% |
| 30D | +315.1% | -3.7% | +318.8% | +323.8% |
| 3M | +300.8% | -2.7% | +303.6% | +307.5% |
| 6M | +300.6% | +2.2% | +298.4% | +298.8% |
| YTD | +302.6% | +10.8% | +291.8% | +287.2% |
| 1Y | +304.2% | +11.2% | +292.9% | +288.0% |
| 3Y | +427.9% | +76.5% | +351.4% | +310.8% |
| 5Y | +307.8% | +72.9% | +234.8% | +217.3% |
| 10Y | +617.7% | +304.8% | +312.9% | +283.2% |
| All | +617.7% | +304.1% | +313.6% | +283.2% |
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