+76.3%
MMT vs SPY
+307.0%
-230.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -2.4% | +2.6% | -5.0% | -3.4% |
| 30D | +0.4% | -2.0% | +2.4% | +1.1% |
| 3M | -3.4% | -2.8% | -0.7% | -2.5% |
| 6M | -2.6% | +2.1% | -4.8% | -3.7% |
| YTD | -2.1% | +11.5% | -13.6% | -6.7% |
| 1Y | -1.6% | +13.5% | -15.0% | -6.9% |
| 3Y | +28.6% | +77.7% | -49.1% | -0.9% |
| 5Y | -0.6% | +72.6% | -73.2% | -23.0% |
| All | +76.3% | +307.0% | -230.7% | -5.7% |
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