+111.7%
SPOT vs MMM
+28.6%
+83.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -2.9% | -1.6% | -1.3% | -2.4% |
| 30D | +8.3% | -8.0% | +16.3% | +11.0% |
| 3M | +5.1% | +9.4% | -4.3% | +1.9% |
| 6M | -6.5% | +10.2% | -16.7% | -9.7% |
| YTD | -9.0% | +6.1% | -15.1% | -11.5% |
| 1Y | -26.4% | +10.8% | -37.2% | -29.8% |
| 3Y | +240.0% | +104.8% | +135.2% | +153.5% |
| 5Y | +111.7% | +27.0% | +84.7% | +93.7% |
| All | +111.7% | +28.6% | +83.1% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling