+3,094.0%
SPY vs MMM
+2,055.5%
+1,038.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -3.3% | +3.4% | +1.6% |
| 30D | +0.1% | -7.0% | +7.1% | +3.3% |
| 3M | +2.0% | +10.8% | -8.8% | -3.0% |
| 6M | +13.0% | +5.8% | +7.2% | +9.4% |
| YTD | +13.5% | +6.8% | +6.8% | +8.9% |
| 1Y | +20.0% | +10.4% | +9.6% | +12.8% |
| 3Y | +77.2% | +104.7% | -27.5% | +20.0% |
| 5Y | +81.9% | +23.6% | +58.3% | +54.1% |
| 10Y | +314.1% | +54.1% | +259.9% | +202.8% |
| All | +3,094.0% | +2,055.5% | +1,038.6% | +768.4% |
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