+83.0%
MMM vs IT
+96.9%
-13.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.8% | -18.8% | +24.6% | +10.8% |
| 30D | +17.9% | -0.1% | +18.0% | +17.5% |
| 3M | +3.6% | +2.9% | +0.7% | +1.8% |
| 6M | +32.9% | +20.4% | +12.5% | +23.6% |
| YTD | +19.5% | -24.3% | +43.8% | +24.6% |
| 1Y | +16.5% | -17.2% | +33.7% | +18.1% |
| 3Y | +167.2% | -52.4% | +219.6% | +214.0% |
| 5Y | +48.2% | -43.7% | +91.9% | +61.4% |
| 10Y | +83.0% | +90.3% | -7.3% | +26.7% |
| All | +83.0% | +96.9% | -13.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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