+2,055.5%
MMM vs SPY
+3,091.8%
-1,036.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +10.8% | +2.0% | +8.8% | +8.9% |
| 6M | +5.8% | +13.0% | -7.2% | -4.1% |
| YTD | +6.8% | +13.5% | -6.8% | -3.5% |
| 1Y | +10.4% | +20.0% | -9.6% | -4.5% |
| 3Y | +104.7% | +77.2% | +27.5% | +31.0% |
| 5Y | +23.6% | +81.9% | -58.3% | -23.1% |
| 10Y | +54.1% | +314.1% | -259.9% | -49.2% |
| All | +2,055.5% | +3,091.8% | -1,036.3% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling