+158.4%
MMM vs SPY
+78.1%
+80.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -0.4% | +2.6% | -3.0% | -2.7% |
| 30D | +12.1% | -2.0% | +14.1% | +14.2% |
| 3M | +1.4% | -2.8% | +4.2% | +3.9% |
| 6M | +26.6% | +2.1% | +24.4% | +23.7% |
| YTD | +16.8% | +11.5% | +5.3% | +5.2% |
| 1Y | +10.1% | +13.5% | -3.4% | -2.6% |
| 3Y | +158.4% | +77.7% | +80.7% | +68.0% |
| All | +158.4% | +78.1% | +80.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling