+2,812.9%
MMM vs SYY
+4,458.5%
-1,645.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -3.3% | -2.3% | -1.0% | -2.6% |
| 30D | -7.0% | -4.9% | -2.1% | -5.5% |
| 3M | +10.8% | +8.4% | +2.4% | +7.8% |
| 6M | +5.8% | -7.4% | +13.1% | +7.7% |
| YTD | +6.8% | +11.0% | -4.2% | +2.3% |
| 1Y | +10.4% | -0.2% | +10.6% | +9.3% |
| 3Y | +104.7% | +23.8% | +80.9% | +87.9% |
| 5Y | +23.6% | +18.1% | +5.4% | +14.0% |
| 10Y | +54.1% | +94.6% | -40.5% | +12.7% |
| All | +2,812.9% | +4,458.5% | -1,645.6% | +766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling