+314.7%
SPY vs MMM
+55.8%
+258.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | -0.8% | -2.1% | +1.4% | +0.1% |
| 30D | -1.1% | -9.8% | +8.8% | +3.0% |
| 3M | +3.9% | +4.9% | -1.1% | +1.6% |
| 6M | +13.6% | +7.3% | +6.3% | +9.8% |
| YTD | +12.7% | +4.5% | +8.2% | +9.6% |
| 1Y | +17.5% | +5.4% | +12.1% | +13.5% |
| 3Y | +76.9% | +98.6% | -21.7% | +26.5% |
| 5Y | +83.6% | +27.4% | +56.2% | +60.7% |
| All | +314.7% | +55.8% | +258.9% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling