+79.6%
MMM vs A
+312.5%
-232.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +7.0% | +1.4% | +5.6% | +6.4% |
| 30D | +18.4% | +4.3% | +14.1% | +16.4% |
| 3M | +4.5% | +19.8% | -15.3% | -3.0% |
| 6M | +33.4% | +54.4% | -21.0% | +10.7% |
| YTD | +20.0% | +31.7% | -11.8% | +5.8% |
| 1Y | +15.0% | +22.4% | -7.4% | +4.5% |
| 3Y | +165.0% | +67.7% | +97.3% | +105.3% |
| 5Y | +47.9% | +15.7% | +32.2% | +31.3% |
| 10Y | +79.6% | +308.7% | -229.1% | -6.0% |
| All | +79.6% | +312.5% | -232.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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