+78.4%
MMM vs B
+203.3%
-125.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.6% | -2.7% | +0.1% | -2.4% |
| 30D | +17.4% | -4.3% | +21.7% | +17.7% |
| 3M | +3.6% | -2.3% | +5.9% | +3.6% |
| 6M | +33.0% | -16.2% | +49.3% | +34.3% |
| YTD | +19.6% | -8.8% | +28.5% | +19.7% |
| 1Y | +14.0% | +11.4% | +2.7% | +12.6% |
| 3Y | +164.3% | +174.3% | -10.0% | +142.9% |
| 5Y | +49.3% | +116.2% | -66.8% | +37.6% |
| 10Y | +78.4% | +222.7% | -144.4% | +63.2% |
| All | +78.4% | +203.3% | -125.0% | +63.2% |
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