+2.0%
NMM vs SPY
+647.8%
-645.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +17.7% | +0.1% | +17.7% | +17.7% |
| 3M | +29.2% | +2.0% | +27.2% | +26.2% |
| 6M | +29.1% | +13.0% | +16.1% | +14.2% |
| YTD | +76.1% | +13.5% | +62.5% | +54.8% |
| 1Y | +92.6% | +20.0% | +72.6% | +60.0% |
| 3Y | +316.7% | +77.2% | +239.5% | +133.9% |
| 5Y | +201.3% | +81.9% | +119.4% | +63.8% |
| 10Y | +445.2% | +314.1% | +131.1% | +38.0% |
| All | +2.0% | +647.8% | -645.7% | -85.4% |
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