+331.8%
SPGI vs MMM
+82.0%
+249.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | +0.3% | +6.2% | -5.9% | -2.1% |
| 30D | +18.4% | +14.2% | +4.2% | +12.3% |
| 3M | +15.7% | +2.9% | +12.8% | +14.1% |
| 6M | +17.3% | +27.6% | -10.3% | +5.8% |
| YTD | -4.7% | +17.3% | -22.0% | -11.9% |
| 1Y | +1.8% | +15.1% | -13.3% | -5.2% |
| 3Y | +31.7% | +157.1% | -125.4% | -17.1% |
| 5Y | +12.1% | +45.1% | -33.0% | -8.0% |
| All | +331.8% | +82.0% | +249.8% | +207.6% |
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