+42.0%
SOFI vs MMM
+37.5%
+4.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | -4.9% | -2.1% | -2.8% | -3.8% |
| 30D | -3.5% | -9.8% | +6.4% | +2.1% |
| 3M | +3.9% | +4.9% | -1.0% | +1.1% |
| 6M | -6.5% | +7.3% | -13.9% | -10.3% |
| YTD | -33.8% | +4.5% | -38.3% | -36.1% |
| 1Y | -33.3% | +5.4% | -38.6% | -36.0% |
| 3Y | +94.6% | +98.6% | -4.0% | +39.0% |
| 5Y | +13.3% | +27.4% | -14.1% | -31.9% |
| All | +42.0% | +37.5% | +4.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling