+23.9%
MMYT vs SPY
+75.5%
-51.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -14.1% | -2.0% | -12.1% | -11.7% |
| 30D | -20.1% | -1.7% | -18.4% | -18.3% |
| 3M | +25.7% | +4.7% | +20.9% | +18.4% |
| 6M | +0.9% | +12.5% | -11.6% | -12.9% |
| YTD | -40.2% | +11.7% | -52.0% | -48.1% |
| 1Y | -48.7% | +17.5% | -66.2% | -58.5% |
| All | +23.9% | +75.5% | -51.6% | -38.1% |
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