+78.4%
MMM vs KEY
+107.2%
-28.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +17.4% | +6.7% | +10.7% | +15.2% |
| 3M | +3.6% | -4.6% | +8.2% | +5.1% |
| 6M | +33.0% | +2.6% | +30.5% | +31.8% |
| YTD | +19.6% | +7.0% | +12.7% | +16.8% |
| 1Y | +14.0% | +23.5% | -9.4% | +6.4% |
| 3Y | +164.3% | +126.4% | +37.9% | +101.9% |
| 5Y | +49.3% | +13.0% | +36.3% | +34.5% |
| 10Y | +78.4% | +99.5% | -21.1% | +30.1% |
| All | +78.4% | +107.2% | -28.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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