+432.0%
MMM vs SW
+743.1%
-311.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.1% | +5.5% | +9.2% |
| 7D | +12.2% | +12.1% | +0.2% | +11.3% |
| 30D | +18.8% | +6.6% | +12.3% | +18.3% |
| 3M | +7.4% | -6.0% | +13.4% | +7.8% |
| 6M | +38.3% | +21.5% | +16.8% | +36.2% |
| YTD | +22.9% | +20.3% | +2.5% | +20.9% |
| 1Y | +23.0% | +28.1% | -5.1% | +20.5% |
| 3Y | +168.4% | +51.6% | +116.8% | +160.0% |
| 5Y | +53.0% | -0.1% | +53.1% | +49.3% |
| 10Y | +92.6% | +189.7% | -97.1% | +77.7% |
| All | +432.0% | +743.1% | -311.1% | +376.2% |
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