+213.3%
MCD vs MMM
+84.0%
+129.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | +7.0% | +0.3% | +5.3% |
| 30D | +20.0% | +18.4% | +1.6% | +14.5% |
| 3M | +3.8% | +4.5% | -0.7% | +2.4% |
| 6M | +3.8% | +33.4% | -29.7% | -4.6% |
| YTD | -5.9% | +20.0% | -25.8% | -11.1% |
| 1Y | -3.2% | +15.0% | -18.3% | -7.6% |
| 3Y | +13.3% | +165.0% | -151.7% | -19.4% |
| 5Y | +25.2% | +47.9% | -22.7% | +9.4% |
| 10Y | +213.3% | +79.6% | +133.7% | +152.2% |
| All | +213.3% | +84.0% | +129.4% | +152.2% |
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