-16.6%
SPCX vs MMM
+16.3%
-32.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +8.8% |
| 7D | -0.3% | +6.2% | -6.5% | -1.0% |
| 30D | -19.9% | +14.2% | -34.1% | -21.9% |
| 3M | +16.8% | +2.9% | +13.9% | +19.2% |
| All | -16.6% | +16.3% | -32.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling