+79.6%
MMM vs EW
+234.0%
-154.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +7.0% | +9.3% | -2.3% | +4.5% |
| 30D | +18.4% | +22.1% | -3.7% | +12.4% |
| 3M | +4.5% | +13.0% | -8.5% | +1.1% |
| 6M | +33.4% | +30.1% | +3.3% | +24.1% |
| YTD | +20.0% | +22.0% | -2.1% | +13.1% |
| 1Y | +15.0% | +23.7% | -8.7% | +8.0% |
| 3Y | +165.0% | +62.0% | +103.0% | +120.6% |
| 5Y | +47.9% | -12.4% | +60.3% | +44.5% |
| 10Y | +79.6% | +236.1% | -156.4% | +20.0% |
| All | +79.6% | +234.0% | -154.4% | +20.0% |
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