+401.4%
NMM vs SPY
+311.3%
+90.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | +13.7% | -0.9% | +14.7% | +14.8% |
| 3M | +27.3% | +3.9% | +23.4% | +22.0% |
| 6M | +35.7% | +14.5% | +21.2% | +17.5% |
| YTD | +72.3% | +12.9% | +59.3% | +51.3% |
| 1Y | +83.6% | +19.4% | +64.3% | +51.8% |
| 3Y | +321.7% | +78.5% | +243.2% | +125.4% |
| 5Y | +209.7% | +81.8% | +127.9% | +61.4% |
| 10Y | +401.4% | +311.5% | +89.9% | -2.8% |
| All | +401.4% | +311.3% | +90.1% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling