+83.0%
MMM vs SPG
+117.3%
-34.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | +5.8% | +5.1% | +0.7% | +4.4% |
| 30D | +17.9% | +16.8% | +1.1% | +13.1% |
| 3M | +3.6% | +5.7% | -2.1% | +2.1% |
| 6M | +32.9% | +17.8% | +15.1% | +27.0% |
| YTD | +19.5% | +30.1% | -10.6% | +11.1% |
| 1Y | +16.5% | +32.8% | -16.2% | +7.8% |
| 3Y | +167.2% | +137.2% | +29.9% | +113.0% |
| 5Y | +48.2% | +81.5% | -33.2% | +23.9% |
| 10Y | +83.0% | +116.5% | -33.5% | +47.0% |
| All | +83.0% | +117.3% | -34.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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