+54.4%
MMM vs B
+194.1%
-139.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.3% |
| 7D | -3.3% | -1.6% | -1.7% | -3.2% |
| 30D | -7.0% | +9.4% | -16.5% | -7.7% |
| 3M | +10.8% | +5.0% | +5.8% | +10.2% |
| 6M | +5.8% | -3.5% | +9.3% | +5.6% |
| YTD | +6.8% | +4.5% | +2.3% | +5.9% |
| 1Y | +10.4% | +67.8% | -57.4% | +5.8% |
| 3Y | +104.7% | +196.7% | -92.0% | +87.5% |
| 5Y | +23.6% | +151.9% | -128.4% | +13.1% |
| All | +54.4% | +194.1% | -139.6% | +43.3% |
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