+157.3%
MMM vs SPG
+135.6%
+21.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -1.8% |
| 30D | +11.7% | +17.2% | -5.6% | +3.0% |
| 3M | +1.0% | +6.3% | -5.3% | -2.2% |
| 6M | +26.0% | +18.7% | +7.4% | +15.2% |
| YTD | +16.3% | +30.1% | -13.8% | +1.1% |
| 1Y | +9.6% | +32.8% | -23.1% | -5.8% |
| 3Y | +157.3% | +133.6% | +23.8% | +72.1% |
| All | +157.3% | +135.6% | +21.8% | +72.1% |
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