+76.3%
MMM vs IT
+90.0%
-13.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | +12.1% | -1.8% | +14.0% | +12.2% |
| 3M | +1.4% | +4.8% | -3.4% | -0.7% |
| 6M | +26.6% | +33.0% | -6.4% | +14.8% |
| YTD | +16.8% | -23.8% | +40.7% | +21.6% |
| 1Y | +10.1% | -16.5% | +26.6% | +11.3% |
| 3Y | +158.4% | -53.6% | +212.1% | +206.5% |
| 5Y | +43.1% | -42.1% | +85.2% | +54.4% |
| All | +76.3% | +90.0% | -13.6% | +22.4% |
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