+314.6%
SPYM vs MMM
+53.9%
+260.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.0% | -3.2% | +1.3% | -0.7% |
| 30D | -1.6% | -10.7% | +9.0% | +2.7% |
| 3M | +4.7% | +4.3% | +0.5% | +2.7% |
| 6M | +12.6% | +5.9% | +6.7% | +9.4% |
| YTD | +11.8% | +3.2% | +8.6% | +9.3% |
| 1Y | +17.5% | +8.0% | +9.5% | +12.3% |
| 3Y | +77.0% | +99.1% | -22.1% | +25.9% |
| 5Y | +82.6% | +25.7% | +56.8% | +60.6% |
| All | +314.6% | +53.9% | +260.7% | +221.3% |
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