+362.3%
MMM vs SW
+755.0%
-392.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | -3.3% | -5.1% | +1.8% | -2.9% |
| 30D | -7.0% | -4.6% | -2.4% | -6.7% |
| 3M | +10.8% | +9.4% | +1.4% | +10.0% |
| 6M | +5.8% | +3.5% | +2.3% | +5.3% |
| YTD | +6.8% | +22.0% | -15.3% | +5.0% |
| 1Y | +10.4% | +2.2% | +8.2% | +9.7% |
| 3Y | +104.7% | +19.6% | +85.1% | +100.5% |
| 5Y | +23.6% | -2.3% | +25.9% | +20.6% |
| 10Y | +54.1% | +181.4% | -127.2% | +42.1% |
| All | +362.3% | +755.0% | -392.7% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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