+50.0%
MMM vs SITM
+4,789.7%
-4,739.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.9% |
| 7D | -2.1% | +3.9% | -6.0% | -2.4% |
| 30D | -9.8% | -6.6% | -3.3% | -9.5% |
| 3M | +4.9% | -11.9% | +16.8% | +5.0% |
| 6M | +7.3% | +81.1% | -73.8% | +0.4% |
| YTD | +4.5% | +80.0% | -75.5% | -2.7% |
| 1Y | +5.4% | +145.8% | -140.5% | -5.0% |
| 3Y | +98.6% | +475.9% | -377.3% | +62.3% |
| 5Y | +27.4% | +189.2% | -161.8% | +4.0% |
| All | +50.0% | +4,789.7% | -4,739.7% | -1.1% |
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