+83.0%
MMM vs SAP
+228.4%
-145.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +5.8% | +1.6% | +4.1% | +5.3% |
| 30D | +17.9% | +10.5% | +7.4% | +14.3% |
| 3M | +3.6% | +15.2% | -11.6% | -1.2% |
| 6M | +32.9% | +36.7% | -3.8% | +18.6% |
| YTD | +19.5% | -0.6% | +20.0% | +17.6% |
| 1Y | +16.5% | -4.1% | +20.7% | +16.3% |
| 3Y | +167.2% | +73.2% | +93.9% | +109.0% |
| 5Y | +48.2% | +74.1% | -25.9% | +12.7% |
| 10Y | +83.0% | +222.9% | -139.9% | +6.6% |
| All | +83.0% | +228.4% | -145.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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