-5.5%
NMM vs SPY
+615.7%
-621.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.2% |
| 7D | -5.2% | -2.7% | -2.5% | -2.8% |
| 30D | -6.0% | -5.4% | -0.6% | -1.0% |
| 3M | +8.1% | -4.1% | +12.1% | +12.2% |
| 6M | +16.5% | +0.7% | +15.8% | +14.8% |
| YTD | +63.0% | +8.7% | +54.3% | +49.2% |
| 1Y | +74.7% | +10.9% | +63.8% | +56.5% |
| 3Y | +282.6% | +75.0% | +207.6% | +116.8% |
| 5Y | +200.4% | +67.8% | +132.6% | +76.1% |
| 10Y | +503.1% | +312.9% | +190.3% | +52.7% |
| All | -5.5% | +615.7% | -621.2% | -86.0% |
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