+178.1%
MCD vs MMM
+54.8%
+123.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -2.8% | -3.3% | +0.5% | -1.9% |
| 30D | -6.0% | -7.0% | +1.0% | -4.1% |
| 3M | -5.6% | +10.8% | -16.4% | -8.5% |
| 6M | -21.9% | +5.8% | -27.6% | -23.4% |
| YTD | -14.7% | +6.8% | -21.5% | -16.7% |
| 1Y | -17.3% | +10.4% | -27.6% | -20.2% |
| 3Y | -2.2% | +104.7% | -106.8% | -24.5% |
| 5Y | +20.3% | +23.6% | -3.3% | +11.3% |
| All | +178.1% | +54.8% | +123.3% | +123.5% |
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