+274.0%
MMTM vs SPY
+311.3%
-37.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +1.6% | +0.5% | +1.0% | +1.0% |
| 30D | -0.8% | -0.9% | +0.1% | +0.1% |
| 3M | -2.8% | +3.9% | -6.7% | -6.3% |
| 6M | +6.6% | +14.5% | -7.9% | -6.5% |
| YTD | +5.1% | +12.9% | -7.8% | -6.5% |
| 1Y | +11.3% | +19.4% | -8.1% | -6.1% |
| 3Y | +68.1% | +78.5% | -10.4% | -2.3% |
| 5Y | +70.0% | +81.8% | -11.7% | -3.0% |
| 10Y | +274.0% | +311.5% | -37.5% | +18.6% |
| All | +274.0% | +311.3% | -37.3% | +18.6% |
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