+528.1%
MMM vs SPXU
-100.0%
+628.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.1% |
| 7D | -0.8% | -9.4% | +8.5% | -3.6% |
| 30D | +14.4% | +7.4% | +7.0% | +17.7% |
| 3M | +1.8% | +6.2% | -4.4% | +4.5% |
| 6M | +31.3% | -7.2% | +38.5% | +30.2% |
| YTD | +18.0% | -26.8% | +44.7% | +10.3% |
| 1Y | +10.9% | -26.3% | +37.1% | +4.2% |
| 3Y | +160.6% | -80.6% | +241.2% | +79.4% |
| 5Y | +44.5% | -83.6% | +128.1% | +7.7% |
| 10Y | +75.9% | -99.5% | +175.4% | -40.3% |
| All | +528.1% | -100.0% | +628.1% | -22.0% |
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