+51.2%
MMM vs SPYG
+420.3%
-369.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -3.2% | -1.8% | -1.4% | -2.1% |
| 30D | -10.7% | -1.9% | -8.8% | -9.6% |
| 3M | +4.3% | +5.2% | -0.9% | +0.7% |
| 6M | +5.9% | +15.6% | -9.6% | -4.1% |
| YTD | +3.2% | +12.4% | -9.3% | -5.0% |
| 1Y | +8.0% | +17.5% | -9.4% | -3.6% |
| 3Y | +99.1% | +98.1% | +1.0% | +24.8% |
| 5Y | +25.7% | +84.9% | -59.2% | -19.1% |
| All | +51.2% | +420.3% | -369.1% | -57.0% |
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