+53.1%
MMM vs SPMO
+517.6%
-464.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -1.6% |
| 30D | -9.8% | -1.9% | -7.9% | -8.9% |
| 3M | +4.9% | -1.4% | +6.3% | +4.7% |
| 6M | +7.3% | +25.5% | -18.2% | -8.9% |
| YTD | +4.5% | +24.8% | -20.3% | -11.1% |
| 1Y | +5.4% | +24.5% | -19.1% | -10.4% |
| 3Y | +98.6% | +157.1% | -58.6% | +5.1% |
| 5Y | +27.4% | +149.5% | -122.1% | -31.8% |
| All | +53.1% | +517.6% | -464.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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