+186.5%
MMM vs SFM
+39.6%
+146.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +7.0% | -6.9% | +13.9% | +8.0% |
| 30D | +18.4% | -25.0% | +43.4% | +22.2% |
| 3M | +4.5% | -42.7% | +47.2% | +11.6% |
| 6M | +33.4% | -41.0% | +74.4% | +41.4% |
| YTD | +20.0% | -38.7% | +58.6% | +25.8% |
| 1Y | +15.0% | -38.1% | +53.2% | +20.4% |
| 3Y | +165.0% | +19.3% | +145.7% | +149.4% |
| 5Y | +47.9% | +103.1% | -55.2% | +27.5% |
| 10Y | +79.6% | +131.1% | -51.4% | +47.7% |
| All | +186.5% | +39.6% | +146.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling