+207.0%
C vs MMM
+74.0%
+133.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | +4.2% | -0.4% | +4.6% | +4.4% |
| 30D | +2.0% | +12.1% | -10.2% | -5.2% |
| 3M | -10.1% | +1.4% | -11.5% | -11.4% |
| 6M | +1.0% | +26.6% | -25.6% | -13.3% |
| YTD | +8.5% | +16.8% | -8.4% | -3.1% |
| 1Y | +25.7% | +10.1% | +15.6% | +16.4% |
| 3Y | +216.0% | +158.4% | +57.6% | +57.6% |
| 5Y | +112.3% | +43.1% | +69.2% | +62.2% |
| All | +207.0% | +74.0% | +133.0% | +94.2% |
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 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