+14.0%
SPGI vs MMM
+46.7%
-32.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +14.3% | +14.4% | -0.1% | +9.8% |
| 3M | +14.5% | +1.8% | +12.7% | +13.7% |
| 6M | +17.3% | +31.3% | -14.0% | +7.5% |
| YTD | -4.6% | +18.0% | -22.6% | -10.2% |
| 1Y | +0.8% | +10.9% | -10.1% | -3.2% |
| 3Y | +28.8% | +160.6% | -131.8% | -10.6% |
| 5Y | +14.0% | +44.5% | -30.5% | -3.3% |
| All | +14.0% | +46.7% | -32.7% | -3.3% |
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 · 6 months rolling