+78.1%
MMM vs CAPR
-63.2%
+141.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -1.3% |
| 7D | -0.8% | +19.1% | -19.9% | -1.0% |
| 30D | +14.4% | +48.8% | -34.4% | +13.9% |
| 3M | +1.8% | +144.4% | -142.6% | +0.7% |
| 6M | +31.3% | -67.5% | +98.8% | +31.7% |
| YTD | +18.0% | -64.5% | +82.5% | +18.1% |
| 1Y | +10.9% | +74.4% | -63.6% | +6.8% |
| 3Y | +160.6% | +265.7% | -105.1% | +144.9% |
| 5Y | +44.5% | +196.0% | -151.5% | +35.3% |
| All | +78.1% | -63.2% | +141.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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