+78.6%
NMM vs SPY
+14.6%
+63.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.6% |
| 7D | -3.9% | -0.7% | -3.2% | -3.5% |
| 30D | -7.6% | -1.0% | -6.6% | -7.1% |
| 3M | +9.4% | -0.3% | +9.7% | +9.6% |
| 6M | +20.4% | +7.3% | +13.1% | +13.7% |
| YTD | +63.5% | +13.3% | +50.2% | +45.2% |
| 1Y | +78.6% | +14.8% | +63.8% | +57.8% |
| All | +78.6% | +14.6% | +63.9% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling