+517.0%
MA vs MMM
+54.8%
+462.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -2.7% | -3.3% | +0.6% | -1.3% |
| 30D | +1.5% | -7.0% | +8.6% | +4.8% |
| 3M | +20.4% | +10.8% | +9.6% | +14.6% |
| 6M | +11.1% | +5.8% | +5.4% | +7.5% |
| YTD | +2.0% | +6.8% | -4.8% | -2.3% |
| 1Y | -2.2% | +10.4% | -12.5% | -8.0% |
| 3Y | +41.9% | +104.7% | -62.8% | -5.3% |
| 5Y | +75.4% | +23.6% | +51.8% | +54.8% |
| All | +517.0% | +54.8% | +462.2% | +345.5% |
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