+67.3%
F vs MMM
+74.0%
-6.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | 0.0% | +12.1% | -12.1% | -6.5% |
| 3M | -13.2% | +1.4% | -14.6% | -14.3% |
| 6M | -10.2% | +26.6% | -36.8% | -22.2% |
| YTD | -4.9% | +16.8% | -21.8% | -14.1% |
| 1Y | -6.1% | +10.1% | -16.2% | -12.3% |
| 3Y | +46.0% | +158.4% | -112.4% | -23.0% |
| 5Y | -15.7% | +43.1% | -58.8% | -34.5% |
| All | +67.3% | +74.0% | -6.7% | +2.4% |
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