+55.0%
MMM vs CAPR
-75.3%
+130.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | -3.3% | -2.0% | -1.3% | -3.3% |
| 30D | -7.0% | +139.2% | -146.2% | -7.9% |
| 3M | +10.8% | -66.4% | +77.2% | +11.2% |
| 6M | +5.8% | -63.1% | +68.9% | +6.0% |
| YTD | +6.8% | -67.4% | +74.2% | +7.1% |
| 1Y | +10.4% | +58.2% | -47.9% | +6.4% |
| 3Y | +104.7% | +42.2% | +62.5% | +94.4% |
| 5Y | +23.6% | +87.3% | -63.7% | +16.3% |
| All | +55.0% | -75.3% | +130.3% | +45.7% |
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