+83.0%
MMM vs ALL
+367.3%
-284.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | -3.9% | +9.6% | +7.6% |
| 30D | +17.9% | +10.6% | +7.3% | +13.1% |
| 3M | +3.6% | -4.6% | +8.1% | +5.3% |
| 6M | +32.9% | +20.2% | +12.7% | +21.3% |
| YTD | +19.5% | +23.7% | -4.2% | +7.1% |
| 1Y | +16.5% | +27.9% | -11.3% | +2.8% |
| 3Y | +167.2% | +109.2% | +58.0% | +85.5% |
| 5Y | +48.2% | +148.0% | -99.8% | -7.9% |
| 10Y | +83.0% | +363.8% | -280.8% | -13.2% |
| All | +83.0% | +367.3% | -284.3% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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