+42.8%
MMM vs SAP
+79.5%
-36.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +11.7% | +6.5% | +5.1% | +9.9% |
| 3M | +1.0% | +12.2% | -11.2% | -2.1% |
| 6M | +26.0% | +46.1% | -20.0% | +13.0% |
| YTD | +16.3% | -1.6% | +18.0% | +16.3% |
| 1Y | +9.6% | -5.1% | +14.7% | +10.9% |
| 3Y | +157.3% | +68.4% | +89.0% | +109.0% |
| All | +42.8% | +79.5% | -36.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling