+83.0%
MMM vs EW
+236.4%
-153.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.2% |
| 7D | +5.8% | +12.3% | -6.5% | +2.6% |
| 30D | +17.9% | +22.9% | -5.0% | +11.8% |
| 3M | +3.6% | +16.7% | -13.1% | -0.6% |
| 6M | +32.9% | +31.0% | +1.9% | +23.4% |
| YTD | +19.5% | +22.8% | -3.3% | +12.5% |
| 1Y | +16.5% | +25.6% | -9.0% | +9.0% |
| 3Y | +167.2% | +62.0% | +105.2% | +122.4% |
| 5Y | +48.2% | -12.8% | +61.0% | +45.1% |
| 10Y | +83.0% | +239.8% | -156.8% | +21.8% |
| All | +83.0% | +236.4% | -153.3% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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