+48.2%
MMM vs BEN
+29.2%
+19.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.5% | -0.7% |
| 7D | +5.8% | +12.2% | -6.4% | +0.8% |
| 30D | +17.9% | +12.1% | +5.8% | +12.4% |
| 3M | +3.6% | +7.3% | -3.7% | +0.4% |
| 6M | +32.9% | +17.9% | +15.0% | +23.5% |
| YTD | +19.5% | +55.4% | -36.0% | -1.6% |
| 1Y | +16.5% | +69.3% | -52.8% | -7.5% |
| 3Y | +167.2% | +82.8% | +84.3% | +97.9% |
| 5Y | +48.2% | +28.8% | +19.4% | +21.8% |
| All | +48.2% | +29.2% | +19.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling