+160.9%
MMM vs SYY
+23.1%
+137.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | +14.4% | -3.5% | +17.9% | +15.4% |
| 3M | +1.8% | -9.3% | +11.1% | +4.6% |
| 6M | +31.3% | +5.9% | +25.4% | +28.0% |
| YTD | +18.0% | +6.5% | +11.5% | +13.4% |
| 1Y | +10.9% | +4.0% | +6.9% | +7.5% |
| All | +160.9% | +23.1% | +137.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling