+53.3%
MMM vs SITM
+4,608.4%
-4,555.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.3% |
| 7D | -3.3% | +9.7% | -13.0% | -4.0% |
| 30D | -7.0% | +12.7% | -19.7% | -8.2% |
| 3M | +10.8% | -13.4% | +24.2% | +11.0% |
| 6M | +5.8% | +59.6% | -53.8% | -0.1% |
| YTD | +6.8% | +73.3% | -66.5% | -0.2% |
| 1Y | +10.4% | +165.5% | -155.2% | -1.1% |
| 3Y | +104.7% | +368.7% | -264.0% | +69.6% |
| 5Y | +23.6% | +172.5% | -148.9% | +1.3% |
| All | +53.3% | +4,608.4% | -4,555.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling