+53.8%
MMM vs EW
+124.3%
-70.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -0.5% |
| 30D | -8.0% | -3.3% | -4.7% | -7.3% |
| 3M | +9.4% | +1.0% | +8.3% | +8.9% |
| 6M | +10.2% | +6.2% | +4.0% | +8.1% |
| YTD | +6.1% | +1.7% | +4.4% | +5.0% |
| 1Y | +10.8% | +8.1% | +2.7% | +7.7% |
| 3Y | +104.8% | +17.1% | +87.7% | +87.2% |
| 5Y | +27.0% | -29.4% | +56.4% | +31.1% |
| 10Y | +53.8% | +121.7% | -68.0% | +13.4% |
| All | +53.8% | +124.3% | -70.5% | +13.4% |
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