+76.3%
MMM vs CAPR
-65.7%
+142.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | -0.9% |
| 7D | -0.4% | +5.9% | -6.3% | -0.5% |
| 30D | +12.1% | +44.6% | -32.5% | +11.7% |
| 3M | +1.4% | +126.4% | -124.9% | +0.4% |
| 6M | +26.6% | -68.6% | +95.2% | +27.0% |
| YTD | +16.8% | -67.0% | +83.8% | +17.0% |
| 1Y | +10.1% | +65.2% | -55.1% | +6.1% |
| 3Y | +158.4% | +235.6% | -77.1% | +143.1% |
| 5Y | +43.1% | +175.4% | -132.3% | +34.0% |
| All | +76.3% | -65.7% | +142.1% | +59.5% |
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