+75.6%
MMM vs SPYG
+393.2%
-317.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | -0.8% | +2.3% | -3.1% | -2.2% |
| 30D | +11.7% | -6.5% | +18.1% | +16.2% |
| 3M | +1.0% | -6.8% | +7.8% | +5.2% |
| 6M | +26.0% | -3.1% | +29.2% | +27.5% |
| YTD | +16.3% | +8.0% | +8.3% | +9.5% |
| 1Y | +9.6% | +10.2% | -0.6% | +1.7% |
| 3Y | +157.3% | +91.0% | +66.3% | +64.5% |
| 5Y | +42.5% | +67.7% | -25.3% | -2.2% |
| All | +75.6% | +393.2% | -317.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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