+155.0%
MMM vs SFM
+132.6%
+22.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | -4.4% | -2.6% | -6.5% |
| 3M | +10.8% | +1.5% | +9.3% | +10.2% |
| 6M | +5.8% | +6.5% | -0.7% | +3.9% |
| YTD | +6.8% | +2.2% | +4.6% | +5.4% |
| 1Y | +10.4% | -41.9% | +52.3% | +17.4% |
| 3Y | +104.7% | +106.8% | -2.1% | +80.3% |
| 5Y | +23.6% | +231.6% | -208.0% | +0.4% |
| 10Y | +54.1% | +258.4% | -204.3% | +19.8% |
| All | +155.0% | +132.6% | +22.5% | +107.7% |
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 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