+53.8%
MMM vs SFM
+293.3%
-239.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.3% |
| 7D | -1.6% | -5.8% | +4.2% | -0.8% |
| 30D | -8.0% | -11.4% | +3.3% | -6.5% |
| 3M | +9.4% | -12.2% | +21.6% | +11.0% |
| 6M | +10.2% | -5.2% | +15.4% | +10.1% |
| YTD | +6.1% | -4.5% | +10.6% | +5.6% |
| 1Y | +10.8% | -45.4% | +56.2% | +19.7% |
| 3Y | +104.8% | +91.1% | +13.7% | +79.5% |
| 5Y | +27.0% | +226.8% | -199.8% | +0.7% |
| 10Y | +53.8% | +291.9% | -238.1% | +15.7% |
| All | +53.8% | +293.3% | -239.6% | +15.7% |
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