+5.2%
SSPC vs MMM
+20.7%
-15.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +9.5% | -1.8% | +9.2% |
| 7D | +11.8% | +12.2% | -0.5% | +14.5% |
| 30D | +44.7% | +18.8% | +25.9% | +51.6% |
| 3M | -40.7% | +7.4% | -48.1% | -42.0% |
| All | +5.2% | +20.7% | -15.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling