+75.6%
MMM vs SFM
+140.2%
-64.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -0.8% | +6.0% | -6.9% | -1.6% |
| 30D | +11.7% | -19.5% | +31.1% | +14.4% |
| 3M | +1.0% | -37.0% | +38.0% | +7.0% |
| 6M | +26.0% | -41.0% | +67.1% | +34.4% |
| YTD | +16.3% | -34.6% | +51.0% | +21.4% |
| 1Y | +9.6% | -36.3% | +45.9% | +14.8% |
| 3Y | +157.3% | +24.5% | +132.8% | +137.5% |
| 5Y | +42.5% | +115.9% | -73.4% | +18.3% |
| All | +75.6% | +140.2% | -64.6% | +39.1% |
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