+267.3%
MMTM vs SPY
+315.0%
-47.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -6.6% | -3.3% | -3.3% | -3.4% |
| 3M | -5.7% | -2.4% | -3.2% | -3.3% |
| 6M | -7.3% | +2.6% | -9.8% | -9.5% |
| YTD | 0.0% | +11.2% | -11.2% | -9.7% |
| 1Y | +1.8% | +13.4% | -11.6% | -9.8% |
| 3Y | +61.5% | +79.9% | -18.4% | -7.1% |
| 5Y | +52.2% | +72.2% | -20.0% | -8.9% |
| 10Y | +267.3% | +307.3% | -40.0% | +19.9% |
| All | +267.3% | +315.0% | -47.7% | +19.9% |
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