+223.5%
C vs MMM
+82.0%
+141.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | -2.4% | +6.2% | -8.6% | -6.1% |
| 30D | -6.0% | +14.2% | -20.2% | -13.6% |
| 3M | -10.5% | +2.9% | -13.5% | -12.6% |
| 6M | -5.7% | +27.6% | -33.3% | -19.5% |
| YTD | +4.1% | +17.3% | -13.1% | -7.1% |
| 1Y | +20.5% | +15.1% | +5.4% | +8.6% |
| 3Y | +208.1% | +157.1% | +51.0% | +54.4% |
| 5Y | +110.4% | +45.1% | +65.3% | +58.9% |
| All | +223.5% | +82.0% | +141.5% | +104.8% |
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 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