+468.5%
MMM vs SPXU
-100.0%
+568.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | +0.8% | -7.8% | -6.7% |
| 3M | +10.8% | -4.7% | +15.5% | +9.9% |
| 6M | +5.8% | -29.6% | +35.4% | -3.4% |
| YTD | +6.8% | -29.9% | +36.6% | -2.2% |
| 1Y | +10.4% | -39.1% | +49.5% | -2.5% |
| 3Y | +104.7% | -80.0% | +184.7% | +42.1% |
| 5Y | +23.6% | -86.0% | +109.6% | -12.6% |
| 10Y | +54.1% | -99.5% | +153.6% | -48.6% |
| All | +468.5% | -100.0% | +568.4% | -30.8% |
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