+792.5%
MMM vs SPYG
+564.9%
+227.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | +0.4% | -3.7% | -3.6% |
| 30D | -7.0% | -0.4% | -6.6% | -6.8% |
| 3M | +10.8% | +0.5% | +10.3% | +9.9% |
| 6M | +5.8% | +17.5% | -11.7% | -5.2% |
| YTD | +6.8% | +14.3% | -7.6% | -2.8% |
| 1Y | +10.4% | +21.7% | -11.3% | -3.7% |
| 3Y | +104.7% | +98.6% | +6.1% | +28.7% |
| 5Y | +23.6% | +85.1% | -61.5% | -20.4% |
| 10Y | +54.1% | +412.0% | -357.9% | -50.2% |
| All | +792.5% | +564.9% | +227.6% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling