+83.0%
MMM vs SPY
+315.0%
-232.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.2% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +17.9% | -3.3% | +21.2% | +21.4% |
| 3M | +3.6% | -2.4% | +6.0% | +5.7% |
| 6M | +32.9% | +2.6% | +30.3% | +29.6% |
| YTD | +19.5% | +11.2% | +8.2% | +8.6% |
| 1Y | +16.5% | +13.4% | +3.2% | +4.2% |
| 3Y | +167.2% | +79.9% | +87.3% | +60.7% |
| 5Y | +48.2% | +72.2% | -24.0% | -8.0% |
| 10Y | +83.0% | +307.3% | -224.3% | -47.1% |
| All | +83.0% | +315.0% | -232.0% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling