+208.8%
C vs MMM
+84.0%
+124.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -0.4% | +7.0% | -7.3% | -4.5% |
| 30D | -5.2% | +18.4% | -23.6% | -14.6% |
| 3M | -9.1% | +4.5% | -13.6% | -12.0% |
| 6M | -1.6% | +33.4% | -35.0% | -18.2% |
| YTD | +6.9% | +20.0% | -13.0% | -5.9% |
| 1Y | +23.0% | +15.0% | +7.9% | +10.9% |
| 3Y | +216.1% | +165.0% | +51.2% | +55.6% |
| 5Y | +112.2% | +47.9% | +64.3% | +58.7% |
| 10Y | +208.8% | +79.6% | +129.1% | +101.7% |
| All | +208.8% | +84.0% | +124.8% | +101.7% |
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