+44.5%
MMM vs SYY
+12.2%
+32.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | +14.4% | -3.5% | +17.9% | +15.7% |
| 3M | +1.8% | -9.3% | +11.1% | +5.1% |
| 6M | +31.3% | +5.9% | +25.4% | +27.6% |
| YTD | +18.0% | +6.5% | +11.5% | +13.0% |
| 1Y | +10.9% | +4.0% | +6.9% | +7.2% |
| 3Y | +160.6% | +23.0% | +137.6% | +131.7% |
| 5Y | +44.5% | +14.3% | +30.1% | +33.3% |
| All | +44.5% | +12.2% | +32.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling