+307.3%
SPY vs MMM
+88.0%
+219.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.6% |
| 7D | +0.1% | +5.8% | -5.7% | -2.2% |
| 30D | -3.3% | +17.9% | -21.2% | -9.5% |
| 3M | -2.4% | +3.6% | -6.0% | -4.1% |
| 6M | +2.6% | +32.9% | -30.3% | -9.0% |
| YTD | +11.2% | +19.5% | -8.2% | +2.4% |
| 1Y | +13.4% | +16.5% | -3.2% | +5.4% |
| 3Y | +79.9% | +167.2% | -87.3% | +13.0% |
| 5Y | +72.2% | +48.2% | +24.0% | +41.5% |
| 10Y | +307.3% | +83.0% | +224.3% | +197.7% |
| All | +307.3% | +88.0% | +219.3% | +197.7% |
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 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