+51.2%
MMM vs BR
+190.5%
-139.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -3.2% | -6.0% | +2.7% | -0.7% |
| 30D | -10.7% | -0.9% | -9.8% | -10.5% |
| 3M | +4.3% | +16.4% | -12.1% | -3.1% |
| 6M | +5.9% | -8.2% | +14.1% | +8.8% |
| YTD | +3.2% | -23.2% | +26.4% | +14.6% |
| 1Y | +8.0% | -30.9% | +38.9% | +26.2% |
| 3Y | +99.1% | -5.0% | +104.1% | +99.3% |
| 5Y | +25.7% | +8.8% | +17.0% | +16.0% |
| All | +51.2% | +190.5% | -139.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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