+13,824.2%
MA vs MMM
+333.2%
+13,490.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -2.7% | -3.3% | +0.6% | -0.8% |
| 30D | +1.5% | -7.0% | +8.6% | +5.9% |
| 3M | +20.4% | +10.8% | +9.6% | +12.6% |
| 6M | +11.1% | +5.8% | +5.4% | +6.1% |
| YTD | +2.0% | +6.8% | -4.8% | -3.9% |
| 1Y | -2.2% | +10.4% | -12.5% | -10.1% |
| 3Y | +41.9% | +104.7% | -62.8% | -17.6% |
| 5Y | +75.4% | +23.6% | +51.8% | +40.6% |
| 10Y | +527.5% | +54.1% | +473.4% | +295.4% |
| All | +13,824.2% | +333.2% | +13,490.9% | +3,687.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling