+83.0%
MMM vs LII
+170.7%
-87.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +5.8% | -1.2% | +6.9% | +6.4% |
| 30D | +17.9% | -2.0% | +19.9% | +18.5% |
| 3M | +3.6% | -20.2% | +23.8% | +12.9% |
| 6M | +32.9% | -32.5% | +65.4% | +52.3% |
| YTD | +19.5% | -27.4% | +46.9% | +31.8% |
| 1Y | +16.5% | -28.2% | +44.7% | +28.9% |
| 3Y | +167.2% | -7.2% | +174.4% | +156.6% |
| 5Y | +48.2% | +19.9% | +28.3% | +23.6% |
| 10Y | +83.0% | +168.6% | -85.6% | +14.2% |
| All | +83.0% | +170.7% | -87.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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