+264.0%
SPOT vs MMM
+26.3%
+237.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | -3.3% | +2.4% | +0.1% |
| 30D | +12.5% | -7.0% | +19.5% | +14.9% |
| 3M | +9.9% | +10.8% | -0.9% | +6.1% |
| 6M | +1.6% | +5.8% | -4.2% | -0.7% |
| YTD | -6.6% | +6.8% | -13.4% | -9.4% |
| 1Y | -22.9% | +10.4% | -33.3% | -26.3% |
| 3Y | +244.3% | +104.7% | +139.6% | +161.3% |
| 5Y | +117.8% | +23.6% | +94.3% | +95.5% |
| All | +264.0% | +26.3% | +237.8% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling