+104.8%
MMM vs SITM
+409.8%
-305.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -1.6% | +8.4% | -10.0% | -2.3% |
| 30D | -8.0% | -17.4% | +9.4% | -6.7% |
| 3M | +9.4% | -9.8% | +19.2% | +9.3% |
| 6M | +10.2% | +83.0% | -72.7% | +0.7% |
| YTD | +6.1% | +69.6% | -63.5% | -2.9% |
| 1Y | +10.8% | +144.9% | -134.1% | -4.0% |
| 3Y | +104.8% | +429.9% | -325.1% | +56.0% |
| All | +104.8% | +409.8% | -305.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling