+160.9%
MMM vs SAP
+69.1%
+91.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | -3.9% | +3.1% | -0.1% |
| 30D | +14.4% | +6.5% | +7.9% | +13.2% |
| 3M | +1.8% | +14.7% | -12.9% | -0.6% |
| 6M | +31.3% | +39.9% | -8.6% | +23.0% |
| YTD | +18.0% | -2.0% | +19.9% | +19.0% |
| 1Y | +10.9% | -6.0% | +16.9% | +13.1% |
| All | +160.9% | +69.1% | +91.9% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling