+48.2%
MMM vs SUI
-26.2%
+74.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +3.0% | +2.7% | +4.8% |
| 30D | +17.9% | +5.6% | +12.4% | +15.7% |
| 3M | +3.6% | +0.9% | +2.7% | +3.1% |
| 6M | +32.9% | -2.6% | +35.5% | +33.6% |
| YTD | +19.5% | -0.1% | +19.6% | +19.0% |
| 1Y | +16.5% | -1.4% | +18.0% | +16.6% |
| 3Y | +167.2% | +19.8% | +147.4% | +145.6% |
| 5Y | +48.2% | -25.8% | +74.0% | +58.3% |
| All | +48.2% | -26.2% | +74.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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