+76.3%
MMM vs B
+216.6%
-140.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.4% | -7.3% | +6.9% | +0.2% |
| 30D | +12.1% | -3.3% | +15.5% | +12.4% |
| 3M | +1.4% | -7.8% | +9.2% | +1.9% |
| 6M | +26.6% | -15.5% | +42.1% | +27.7% |
| YTD | +16.8% | -12.3% | +29.1% | +17.3% |
| 1Y | +10.1% | +5.4% | +4.7% | +9.1% |
| 3Y | +158.4% | +165.5% | -7.1% | +138.2% |
| 5Y | +43.1% | +107.0% | -63.9% | +32.2% |
| All | +76.3% | +216.6% | -140.2% | +62.4% |
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