+49.7%
MMM vs SPYG
+68.1%
-18.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +7.0% | -1.9% | +8.9% | +8.1% |
| 30D | +18.4% | -9.2% | +27.5% | +24.4% |
| 3M | +4.5% | -6.8% | +11.3% | +8.2% |
| 6M | +33.4% | -2.6% | +36.0% | +34.3% |
| YTD | +20.0% | +7.5% | +12.5% | +14.1% |
| 1Y | +15.0% | +6.7% | +8.4% | +9.7% |
| 3Y | +165.0% | +90.1% | +74.9% | +82.0% |
| All | +49.7% | +68.1% | -18.4% | +2.7% |
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