+81.0%
F vs MMM
+88.0%
-7.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | -0.4% |
| 7D | -0.6% | +5.8% | -6.4% | -3.9% |
| 30D | +2.9% | +17.9% | -15.0% | -6.5% |
| 3M | -9.5% | +3.6% | -13.1% | -11.6% |
| 6M | +4.0% | +32.9% | -28.9% | -12.2% |
| YTD | -1.3% | +19.5% | -20.7% | -11.9% |
| 1Y | -1.9% | +16.5% | -18.5% | -11.3% |
| 3Y | +53.5% | +167.2% | -113.7% | -20.7% |
| 5Y | -15.1% | +48.2% | -63.4% | -35.5% |
| 10Y | +81.0% | +83.0% | -2.0% | +2.6% |
| All | +81.0% | +88.0% | -7.1% | +2.6% |
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