+7.9%
MMU vs SPY
+312.5%
-304.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | -3.2% | -1.4% | -1.9% | -2.9% |
| 3M | -3.2% | +3.7% | -7.0% | -4.1% |
| 6M | -3.9% | +13.0% | -16.9% | -6.8% |
| YTD | -2.8% | +12.4% | -15.2% | -5.7% |
| 1Y | +1.1% | +18.5% | -17.4% | -3.2% |
| 3Y | +22.1% | +77.6% | -55.5% | +5.1% |
| 5Y | -5.6% | +81.7% | -87.3% | -19.8% |
| 10Y | +7.9% | +319.7% | -311.8% | -25.7% |
| All | +7.9% | +312.5% | -304.6% | -25.7% |
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