+240.0%
SPOT vs MMM
+105.1%
+134.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | +8.3% | -8.0% | +16.3% | +10.0% |
| 3M | +5.1% | +9.4% | -4.3% | +3.0% |
| 6M | -6.5% | +10.2% | -16.7% | -8.6% |
| YTD | -9.0% | +6.1% | -15.1% | -10.7% |
| 1Y | -26.4% | +10.8% | -37.2% | -28.6% |
| 3Y | +240.0% | +104.8% | +135.2% | +172.5% |
| All | +240.0% | +105.1% | +134.9% | +172.5% |
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