+77.7%
SPY vs MMM
+158.4%
-80.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | -2.0% | +12.1% | -14.1% | -4.6% |
| 3M | -2.8% | +1.4% | -4.2% | -3.2% |
| 6M | +2.1% | +26.6% | -24.4% | -3.7% |
| YTD | +11.5% | +16.8% | -5.3% | +6.8% |
| 1Y | +13.5% | +10.1% | +3.4% | +10.2% |
| 3Y | +77.7% | +158.4% | -80.7% | +55.0% |
| All | +77.7% | +158.4% | -80.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling