+104.8%
MMM vs SPXS
-80.2%
+185.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -2.1% |
| 30D | -8.0% | +3.7% | -11.7% | -6.9% |
| 3M | +9.4% | -9.6% | +18.9% | +6.6% |
| 6M | +10.2% | -32.4% | +42.6% | -1.2% |
| YTD | +6.1% | -28.7% | +34.8% | -2.8% |
| 1Y | +10.8% | -38.1% | +48.9% | -2.5% |
| 3Y | +104.8% | -80.1% | +184.9% | +35.0% |
| All | +104.8% | -80.2% | +185.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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