+79.6%
MMM vs B
+184.6%
-105.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +0.9% |
| 7D | +7.0% | +7.1% | -0.2% | +6.4% |
| 30D | +18.4% | -3.3% | +21.7% | +18.6% |
| 3M | +4.5% | -2.5% | +7.0% | +4.5% |
| 6M | +33.4% | -7.2% | +40.7% | +33.6% |
| YTD | +20.0% | -7.4% | +27.3% | +19.9% |
| 1Y | +15.0% | +16.4% | -1.4% | +13.2% |
| 3Y | +165.0% | +178.7% | -13.7% | +143.4% |
| 5Y | +47.9% | +121.7% | -73.8% | +36.1% |
| 10Y | +79.6% | +208.6% | -129.0% | +64.7% |
| All | +79.6% | +184.6% | -105.0% | +64.7% |
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