-0.3%
SPOT vs MMM
+22.1%
-22.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.5% | -5.0% | +3.8% |
| 7D | +16.6% | +12.2% | +4.3% | +15.6% |
| 30D | +29.9% | +18.8% | +11.1% | +28.7% |
| 3M | +31.3% | +7.4% | +23.9% | +30.4% |
| 6M | +43.2% | +38.3% | +4.9% | +40.9% |
| YTD | +8.1% | +22.9% | -14.8% | +5.2% |
| 1Y | -0.3% | +23.0% | -23.3% | -4.9% |
| All | -0.3% | +22.1% | -22.4% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling