+2,267.6%
MMM vs SPY
+2,954.7%
-687.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +6.2% | -2.7% | +8.9% | +8.6% |
| 30D | +14.2% | -5.4% | +19.6% | +19.3% |
| 3M | +2.9% | -4.1% | +7.0% | +6.3% |
| 6M | +27.6% | +0.7% | +26.9% | +26.6% |
| YTD | +17.3% | +8.7% | +8.6% | +9.7% |
| 1Y | +15.1% | +10.9% | +4.2% | +5.9% |
| 3Y | +157.1% | +75.0% | +82.1% | +66.1% |
| 5Y | +45.1% | +67.8% | -22.7% | -3.8% |
| 10Y | +83.9% | +312.9% | -229.0% | -39.2% |
| All | +2,267.6% | +2,954.7% | -687.1% | +72.1% |
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 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