+16.8%
MMU vs SPY
+304.1%
-287.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +3.1% | -3.7% | +6.8% | +4.0% |
| 3M | -4.9% | -2.7% | -2.2% | -4.3% |
| 6M | -4.7% | +2.2% | -6.9% | -5.3% |
| YTD | -4.5% | +10.8% | -15.4% | -7.0% |
| 1Y | -2.5% | +11.2% | -13.7% | -5.1% |
| 3Y | +20.9% | +76.5% | -55.6% | +4.2% |
| 5Y | -8.5% | +72.9% | -81.4% | -21.2% |
| 10Y | +16.8% | +304.8% | -288.0% | -24.8% |
| All | +16.8% | +304.1% | -287.3% | -24.8% |
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