+83.0%
MMM vs SFM
+146.8%
-63.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +5.8% | -10.2% | +16.0% | +7.4% |
| 30D | +17.9% | -23.9% | +41.8% | +21.8% |
| 3M | +3.6% | -42.3% | +45.8% | +11.2% |
| 6M | +32.9% | -40.1% | +73.0% | +41.3% |
| YTD | +19.5% | -37.8% | +57.2% | +25.6% |
| 1Y | +16.5% | -37.1% | +53.6% | +22.1% |
| 3Y | +167.2% | +21.5% | +145.6% | +147.4% |
| 5Y | +48.2% | +103.8% | -55.6% | +24.1% |
| 10Y | +83.0% | +142.0% | -59.0% | +45.9% |
| All | +83.0% | +146.8% | -63.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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