+6.7%
RMMZ vs SPY
+74.3%
-67.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | +7.9% | -5.4% | +13.3% | +8.7% |
| 3M | -3.3% | -4.1% | +0.8% | -2.7% |
| 6M | -3.1% | +0.7% | -3.8% | -3.2% |
| YTD | +2.2% | +8.7% | -6.5% | +1.1% |
| 1Y | -0.5% | +10.9% | -11.4% | -1.8% |
| 3Y | +24.6% | +75.0% | -50.4% | +15.9% |
| All | +6.7% | +74.3% | -67.6% | -2.4% |
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