+83.0%
MMM vs B
+183.2%
-100.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.5% |
| 7D | +5.8% | +11.3% | -5.6% | +4.9% |
| 30D | +17.9% | +2.9% | +15.0% | +17.6% |
| 3M | +3.6% | -2.9% | +6.4% | +3.6% |
| 6M | +32.9% | -1.2% | +34.1% | +32.5% |
| YTD | +19.5% | -1.3% | +20.8% | +18.8% |
| 1Y | +16.5% | +30.4% | -13.9% | +13.9% |
| 3Y | +167.2% | +195.3% | -28.1% | +145.0% |
| 5Y | +48.2% | +146.2% | -98.0% | +36.0% |
| 10Y | +83.0% | +200.5% | -117.5% | +67.9% |
| All | +83.0% | +183.2% | -100.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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