+257.9%
SPOT vs MMM
+157.3%
+100.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +16.9% | +11.7% | +5.2% | +14.8% |
| 3M | +23.0% | +1.0% | +22.0% | +22.7% |
| 6M | +42.2% | +26.0% | +16.1% | +36.3% |
| YTD | +5.5% | +16.3% | -10.8% | +2.1% |
| 1Y | -5.1% | +9.6% | -14.7% | -7.0% |
| 3Y | +257.9% | +157.3% | +100.6% | +213.0% |
| All | +257.9% | +157.3% | +100.6% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling