+13,845.6%
SPGI vs MMM
+2,854.2%
+10,991.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | -3.3% | +3.5% | +1.6% |
| 30D | +8.4% | -7.0% | +15.4% | +11.9% |
| 3M | +11.8% | +10.8% | +1.0% | +6.2% |
| 6M | +5.7% | +5.8% | -0.1% | +2.1% |
| YTD | -9.7% | +6.8% | -16.4% | -13.7% |
| 1Y | -12.5% | +10.4% | -22.8% | -18.0% |
| 3Y | +21.8% | +104.7% | -82.9% | -17.6% |
| 5Y | +8.2% | +23.6% | -15.4% | -8.6% |
| 10Y | +309.5% | +54.1% | +255.4% | +199.4% |
| All | +13,845.6% | +2,854.2% | +10,991.5% | +3,471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling