+157.1%
MMM vs SPG
+124.5%
+32.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +6.2% | +4.9% | +1.3% | +3.7% |
| 30D | +14.2% | +15.6% | -1.4% | +6.1% |
| 3M | +2.9% | +4.1% | -1.2% | +0.8% |
| 6M | +27.6% | +13.6% | +14.0% | +19.2% |
| YTD | +17.3% | +27.5% | -10.3% | +3.0% |
| 1Y | +15.1% | +32.2% | -17.1% | -0.9% |
| 3Y | +157.1% | +126.0% | +31.1% | +72.3% |
| All | +157.1% | +124.5% | +32.6% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling