+42.2%
SPOT vs MMM
+26.1%
+16.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +16.0% |
| 3M | +23.0% | +1.0% | +22.0% | +23.0% |
| 6M | +42.2% | +26.0% | +16.1% | +32.7% |
| All | +42.2% | +26.1% | +16.0% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling