+53.1%
MMM vs EQIX
+246.8%
-193.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -9.8% | -2.5% | -7.4% | -9.2% |
| 3M | +4.9% | 0.0% | +5.0% | +4.7% |
| 6M | +7.3% | +7.6% | -0.3% | +4.7% |
| YTD | +4.5% | +37.5% | -33.0% | -5.2% |
| 1Y | +5.4% | +32.9% | -27.6% | -3.6% |
| 3Y | +98.6% | +42.8% | +55.8% | +75.4% |
| 5Y | +27.4% | +35.8% | -8.5% | +11.9% |
| All | +53.1% | +246.8% | -193.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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