+43.4%
MMM vs SPY
+72.1%
-28.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.4% | +2.6% | -3.0% | -2.5% |
| 30D | +12.1% | -2.0% | +14.1% | +14.0% |
| 3M | +1.4% | -2.8% | +4.2% | +3.8% |
| 6M | +26.6% | +2.1% | +24.4% | +24.0% |
| YTD | +16.8% | +11.5% | +5.3% | +6.2% |
| 1Y | +10.1% | +13.5% | -3.4% | -1.4% |
| 3Y | +158.4% | +77.7% | +80.7% | +61.4% |
| All | +43.4% | +72.1% | -28.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling