+574.6%
MMU vs SPY
+3,027.0%
-2,452.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +4.8% | -3.3% | +8.2% | +5.3% |
| 3M | -3.7% | -2.4% | -1.3% | -3.4% |
| 6M | -3.1% | +2.6% | -5.6% | -3.4% |
| YTD | -2.9% | +11.2% | -14.1% | -4.3% |
| 1Y | -0.4% | +13.4% | -13.8% | -2.2% |
| 3Y | +25.1% | +79.9% | -54.8% | +15.5% |
| 5Y | -5.9% | +72.2% | -78.1% | -13.0% |
| 10Y | +15.7% | +307.3% | -291.6% | -3.6% |
| All | +574.6% | +3,027.0% | -2,452.4% | +291.8% |
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 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