+10.1%
MMM vs SPMO
+11.2%
-1.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -0.4% | +6.3% | -6.7% | -1.6% |
| 30D | +12.1% | -8.9% | +21.0% | +14.1% |
| 3M | +1.4% | -13.2% | +14.6% | +4.1% |
| 6M | +26.6% | -9.3% | +35.8% | +27.1% |
| YTD | +16.8% | +11.6% | +5.3% | +5.1% |
| 1Y | +10.1% | +13.4% | -3.3% | -1.4% |
| All | +10.1% | +11.2% | -1.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling