+26.1%
MMM vs SPYG
+83.9%
-57.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | -9.3% | -1.7% | -7.6% | -8.5% |
| 3M | +5.6% | +3.6% | +1.9% | +3.3% |
| 6M | +9.5% | +16.6% | -7.1% | 0.0% |
| YTD | +4.1% | +13.4% | -9.2% | -3.5% |
| 1Y | +9.4% | +19.6% | -10.2% | -1.9% |
| 3Y | +101.0% | +99.8% | +1.2% | +35.0% |
| 5Y | +26.1% | +85.0% | -58.8% | -17.1% |
| All | +26.1% | +83.9% | -57.8% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling