+56.9%
MMM vs SOUN
-28.2%
+85.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -2.1% | -7.1% | +5.0% | -1.9% |
| 30D | -9.8% | -15.4% | +5.6% | -9.3% |
| 3M | +4.9% | -10.6% | +15.5% | +5.2% |
| 6M | +7.3% | -19.6% | +27.0% | +7.7% |
| YTD | +4.5% | -37.2% | +41.7% | +5.6% |
| 1Y | +5.4% | -57.1% | +62.4% | +7.7% |
| 3Y | +98.6% | +178.2% | -79.6% | +89.2% |
| All | +56.9% | -28.2% | +85.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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