-49.7%
YMM vs SPY
+81.8%
-131.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | -0.9% | +0.5% | -1.5% | -1.6% |
| 30D | -12.5% | -0.9% | -11.5% | -11.5% |
| 3M | +1.9% | +3.9% | -1.9% | -3.0% |
| 6M | -4.1% | +14.5% | -18.6% | -19.0% |
| YTD | -19.8% | +12.9% | -32.8% | -31.0% |
| 1Y | -34.9% | +19.4% | -54.3% | -47.3% |
| 3Y | +32.2% | +78.5% | -46.2% | -39.4% |
| 5Y | -49.7% | +81.8% | -131.4% | -75.5% |
| All | -49.7% | +81.8% | -131.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling