+19.3%
MMU vs SPY
+307.0%
-287.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.2% | +2.6% | -4.8% | -2.8% |
| 30D | +4.0% | -2.0% | +6.0% | +4.5% |
| 3M | -7.2% | -2.8% | -4.5% | -6.6% |
| 6M | -5.5% | +2.1% | -7.7% | -6.1% |
| YTD | -5.7% | +11.5% | -17.2% | -8.3% |
| 1Y | -4.5% | +13.5% | -17.9% | -7.5% |
| 3Y | +20.3% | +77.7% | -57.4% | +3.4% |
| 5Y | -9.0% | +72.6% | -81.6% | -21.6% |
| All | +19.3% | +307.0% | -287.7% | -23.0% |
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