+584.1%
MA vs MMM
+75.7%
+508.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +7.9% | +14.4% | -6.5% | +1.6% |
| 3M | +16.8% | +1.8% | +15.0% | +15.5% |
| 6M | +31.0% | +31.3% | -0.3% | +15.2% |
| YTD | +15.0% | +18.0% | -2.9% | +5.3% |
| 1Y | +17.0% | +10.9% | +6.2% | +10.2% |
| 3Y | +68.5% | +160.6% | -92.1% | -0.4% |
| 5Y | +85.0% | +44.5% | +40.5% | +50.8% |
| All | +584.1% | +75.7% | +508.4% | +362.2% |
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