+78.9%
SPYM vs MMM
+105.1%
-26.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | -0.9% | -8.0% | +7.1% | +1.0% |
| 3M | +3.9% | +9.4% | -5.5% | +1.6% |
| 6M | +14.5% | +10.2% | +4.3% | +11.6% |
| YTD | +13.0% | +6.1% | +6.9% | +10.8% |
| 1Y | +19.4% | +10.8% | +8.6% | +15.7% |
| 3Y | +78.9% | +104.8% | -25.9% | +53.8% |
| All | +78.9% | +105.1% | -26.2% | +53.8% |
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