-9.3%
SSPC vs MMM
+17.4%
-26.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.9% | -13.8% | -11.4% |
| 7D | -13.9% | +5.8% | -19.7% | -13.7% |
| 30D | +14.3% | +17.9% | -3.6% | +20.4% |
| 3M | -35.2% | +3.6% | -38.8% | -37.9% |
| All | -9.3% | +17.4% | -26.7% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling