+306.8%
SPOT vs MMM
+41.9%
+265.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.0% | +7.0% | -5.9% | -1.0% |
| 30D | +14.6% | +18.4% | -3.8% | +8.8% |
| 3M | +18.4% | +4.5% | +14.0% | +16.6% |
| 6M | +45.1% | +33.4% | +11.7% | +32.1% |
| YTD | +4.4% | +20.0% | -15.6% | -2.5% |
| 1Y | -2.7% | +15.0% | -17.7% | -7.9% |
| 3Y | +254.6% | +165.0% | +89.6% | +146.3% |
| 5Y | +124.8% | +47.9% | +76.8% | +90.9% |
| All | +306.8% | +41.9% | +265.0% | +228.9% |
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 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