+523.7%
MMTM vs SPY
+587.7%
-64.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -4.5% | +2.0% | -6.5% | -6.2% |
| 6M | +4.2% | +13.0% | -8.8% | -6.6% |
| YTD | +5.2% | +13.5% | -8.4% | -6.1% |
| 1Y | +11.6% | +20.0% | -8.4% | -5.0% |
| 3Y | +65.6% | +77.2% | -11.6% | +1.5% |
| 5Y | +68.7% | +81.9% | -13.2% | +1.0% |
| 10Y | +279.0% | +314.1% | -35.0% | +28.6% |
| All | +523.7% | +587.7% | -64.0% | +79.5% |
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