+180.1%
MMM vs SFM
+40.3%
+139.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.8% |
| 7D | +6.2% | -1.2% | +7.4% | +6.3% |
| 30D | +14.2% | -24.8% | +39.0% | +17.8% |
| 3M | +2.9% | -43.7% | +46.6% | +10.2% |
| 6M | +27.6% | -37.3% | +64.8% | +34.0% |
| YTD | +17.3% | -38.4% | +55.6% | +22.9% |
| 1Y | +15.1% | -36.9% | +52.0% | +20.1% |
| 3Y | +157.1% | +20.7% | +136.5% | +141.6% |
| 5Y | +45.1% | +103.5% | -58.4% | +25.1% |
| 10Y | +83.9% | +139.7% | -55.9% | +50.6% |
| All | +180.1% | +40.3% | +139.9% | +142.1% |
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 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