+41.6%
MMM vs COMP
-49.2%
+90.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.3% |
| 7D | +5.8% | +14.5% | -8.8% | +4.3% |
| 30D | +17.9% | +14.9% | +3.0% | +16.2% |
| 3M | +3.6% | -14.2% | +17.8% | +4.7% |
| 6M | +32.9% | +23.7% | +9.2% | +29.3% |
| YTD | +19.5% | +2.1% | +17.4% | +17.2% |
| 1Y | +16.5% | +26.2% | -9.7% | +12.0% |
| 3Y | +167.2% | +470.9% | -303.7% | +119.1% |
| 5Y | +48.2% | -14.0% | +62.2% | +26.2% |
| All | +41.6% | -49.2% | +90.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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