+14.6%
MMM vs SFM
-37.1%
+51.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +5.8% | -10.2% | +16.0% | +6.2% |
| 30D | +17.9% | -23.9% | +41.8% | +18.9% |
| 3M | +3.6% | -42.3% | +45.8% | +5.9% |
| 6M | +32.9% | -40.1% | +73.0% | +35.5% |
| YTD | +19.5% | -37.8% | +57.2% | +22.0% |
| All | +14.6% | -37.1% | +51.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling