+25.1%
MMU vs SPY
+78.0%
-52.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +4.8% | -3.3% | +8.2% | +5.5% |
| 3M | -3.7% | -2.4% | -1.3% | -3.2% |
| 6M | -3.1% | +2.6% | -5.6% | -3.6% |
| YTD | -2.9% | +11.2% | -14.1% | -5.2% |
| 1Y | -0.4% | +13.4% | -13.8% | -3.1% |
| 3Y | +25.1% | +79.9% | -54.8% | +0.2% |
| All | +25.1% | +78.0% | -52.9% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling