+537.0%
MMM vs SPXU
-100.0%
+637.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -1.4% |
| 7D | -2.6% | +1.5% | -4.2% | -1.8% |
| 30D | +17.4% | +6.4% | +11.0% | +20.4% |
| 3M | +3.6% | +4.2% | -0.7% | +5.8% |
| 6M | +33.0% | -7.8% | +40.8% | +31.7% |
| YTD | +19.6% | -27.5% | +47.2% | +11.5% |
| 1Y | +14.0% | -27.1% | +41.2% | +6.8% |
| 3Y | +164.3% | -80.8% | +245.1% | +81.4% |
| 5Y | +49.3% | -84.1% | +133.4% | +10.3% |
| 10Y | +78.4% | -99.5% | +177.9% | -39.6% |
| All | +537.0% | -100.0% | +637.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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