+379.6%
META vs MMM
+54.3%
+325.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +6.7% | -3.3% | +10.0% | +8.2% |
| 30D | +4.8% | -7.0% | +11.8% | +7.9% |
| 3M | -1.6% | +10.8% | -12.4% | -6.1% |
| 6M | -7.5% | +5.8% | -13.2% | -10.1% |
| YTD | -6.4% | +6.8% | -13.2% | -9.9% |
| 1Y | -17.3% | +10.4% | -27.7% | -22.0% |
| 3Y | +109.9% | +104.7% | +5.2% | +47.5% |
| 5Y | +65.4% | +23.6% | +41.8% | +45.1% |
| All | +379.6% | +54.3% | +325.3% | +274.5% |
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