+1,755.6%
MMM vs SPG
+5,256.9%
-3,501.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.3% | -2.4% | -0.9% | -2.7% |
| 30D | -7.0% | -6.8% | -0.2% | -5.2% |
| 3M | +10.8% | +2.7% | +8.1% | +10.0% |
| 6M | +5.8% | +5.5% | +0.3% | +4.1% |
| YTD | +6.8% | +15.7% | -8.9% | +2.4% |
| 1Y | +10.4% | +20.9% | -10.5% | +4.6% |
| 3Y | +104.7% | +112.4% | -7.7% | +66.5% |
| 5Y | +23.6% | +101.4% | -77.8% | +0.8% |
| 10Y | +54.1% | +60.6% | -6.5% | +21.4% |
| All | +1,755.6% | +5,256.9% | -3,501.3% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling