+593.1%
MA vs MMM
+74.0%
+519.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | +9.6% | +12.1% | -2.5% | +4.1% |
| 3M | +16.8% | +1.4% | +15.4% | +15.7% |
| 6M | +35.2% | +26.6% | +8.6% | +20.9% |
| YTD | +16.6% | +16.8% | -0.3% | +7.1% |
| 1Y | +19.8% | +10.1% | +9.7% | +13.1% |
| 3Y | +70.7% | +158.4% | -87.7% | +1.2% |
| 5Y | +87.4% | +43.1% | +44.3% | +53.4% |
| All | +593.1% | +74.0% | +519.1% | +370.2% |
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