+568.4%
MA vs MMM
+84.0%
+484.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.8% | +7.0% | -5.2% | -1.2% |
| 30D | +11.8% | +18.4% | -6.6% | +3.8% |
| 3M | +17.2% | +4.5% | +12.7% | +14.6% |
| 6M | +33.4% | +33.4% | 0.0% | +16.5% |
| YTD | +16.1% | +20.0% | -3.8% | +5.5% |
| 1Y | +19.9% | +15.0% | +4.9% | +11.0% |
| 3Y | +70.1% | +165.0% | -94.9% | -0.3% |
| 5Y | +89.6% | +47.9% | +41.7% | +52.8% |
| 10Y | +568.4% | +79.6% | +488.8% | +335.8% |
| All | +568.4% | +84.0% | +484.4% | +335.8% |
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