+69.4%
MMM vs SITM
+3,519.6%
-3,450.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.8% | +32.5% | -33.4% | -2.9% |
| 30D | +14.4% | -18.8% | +33.2% | +15.7% |
| 3M | +1.8% | -30.9% | +32.6% | +3.8% |
| 6M | +31.3% | -44.5% | +75.7% | +35.0% |
| YTD | +18.0% | +33.2% | -15.3% | +11.7% |
| 1Y | +10.9% | +53.8% | -43.0% | +3.5% |
| 3Y | +160.6% | +335.7% | -175.1% | +116.2% |
| 5Y | +44.5% | +84.6% | -40.1% | +21.1% |
| All | +69.4% | +3,519.6% | -3,450.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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