+54.7%
MMM vs IT
+88.4%
-33.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -2.6% | -9.1% | +6.6% | -0.5% |
| 30D | -9.3% | -12.2% | +2.9% | -6.8% |
| 3M | +5.6% | +7.8% | -2.2% | +2.0% |
| 6M | +9.5% | +2.0% | +7.5% | +6.2% |
| YTD | +4.1% | -32.7% | +36.9% | +12.4% |
| 1Y | +9.4% | -31.1% | +40.5% | +16.6% |
| 3Y | +101.0% | -52.1% | +153.1% | +133.8% |
| 5Y | +26.1% | -46.3% | +72.4% | +38.4% |
| 10Y | +54.7% | +91.4% | -36.6% | +8.7% |
| All | +54.7% | +88.4% | -33.7% | +8.7% |
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