+29.4%
MMM vs SAP
+55.2%
-25.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | -2.9% | -0.4% | -2.6% |
| 30D | -7.0% | +9.0% | -16.0% | -9.2% |
| 3M | +10.8% | +14.9% | -4.1% | +6.5% |
| 6M | +5.8% | +11.9% | -6.1% | +1.9% |
| YTD | +6.8% | -9.9% | +16.7% | +9.1% |
| 1Y | +10.4% | -19.5% | +29.9% | +17.0% |
| 3Y | +104.7% | +61.8% | +42.9% | +67.7% |
| All | +29.4% | +55.2% | -25.8% | -4.3% |
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