+26.1%
MMM vs SITM
+164.5%
-138.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.7% |
| 7D | -2.6% | +3.7% | -6.3% | -2.9% |
| 30D | -9.3% | -14.5% | +5.2% | -8.2% |
| 3M | +5.6% | -10.6% | +16.1% | +5.5% |
| 6M | +9.5% | +65.5% | -56.1% | +1.8% |
| YTD | +4.1% | +67.0% | -62.9% | -3.8% |
| 1Y | +9.4% | +138.6% | -129.2% | -3.5% |
| 3Y | +101.0% | +421.8% | -320.9% | +57.5% |
| 5Y | +26.1% | +172.4% | -146.3% | -3.3% |
| All | +26.1% | +164.5% | -138.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling