+3.0%
SSPC vs MMM
+15.2%
-12.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.9% | -17.6% |
| 7D | -4.7% | +6.2% | -10.9% | -3.8% |
| 30D | +36.7% | +14.2% | +22.5% | +42.0% |
| 3M | -49.4% | +2.9% | -52.3% | -50.9% |
| All | +3.0% | +15.2% | -12.3% | +8.2% |
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 · Available span rolling