+110.3%
MMYT vs SPY
+850.2%
-739.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -9.1% | +0.1% | -9.2% | -9.2% |
| 3M | +23.1% | +2.0% | +21.1% | +20.7% |
| 6M | +13.4% | +13.0% | +0.4% | +0.2% |
| YTD | -32.3% | +13.5% | -45.8% | -40.6% |
| 1Y | -44.4% | +20.0% | -64.4% | -54.1% |
| 3Y | +40.8% | +77.2% | -36.4% | -21.3% |
| 5Y | +111.7% | +81.9% | +29.8% | +16.7% |
| 10Y | +183.8% | +314.1% | -130.3% | -26.0% |
| All | +110.3% | +850.2% | -739.9% | -74.1% |
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 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