+80.2%
MMM vs SOUN
-55.6%
+135.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.6% |
| 7D | +7.0% | -6.1% | +13.0% | +7.2% |
| 30D | +18.4% | -28.2% | +46.6% | +19.8% |
| 3M | +4.5% | -48.1% | +52.6% | +6.9% |
| 6M | +33.4% | -56.4% | +89.8% | +37.1% |
| YTD | +20.0% | -61.2% | +81.1% | +23.3% |
| 1Y | +15.0% | -73.1% | +88.2% | +19.7% |
| 3Y | +165.0% | +116.2% | +48.8% | +156.3% |
| All | +80.2% | -55.6% | +135.8% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling