+75.6%
MMM vs SPMO
+460.5%
-384.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.5% |
| 7D | -0.8% | +6.3% | -7.2% | -4.4% |
| 30D | +11.7% | -8.9% | +20.5% | +17.3% |
| 3M | +1.0% | -13.2% | +14.2% | +8.9% |
| 6M | +26.0% | -9.3% | +35.3% | +30.3% |
| YTD | +16.3% | +11.6% | +4.8% | +5.0% |
| 1Y | +9.6% | +13.4% | -3.8% | -2.2% |
| 3Y | +157.3% | +122.9% | +34.4% | +47.2% |
| 5Y | +42.5% | +113.9% | -71.4% | -16.9% |
| All | +75.6% | +460.5% | -384.9% | -42.6% |
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