+83.0%
MMM vs M
+3.7%
+79.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +0.5% |
| 7D | +5.8% | +2.5% | +3.2% | +5.3% |
| 30D | +17.9% | +10.1% | +7.9% | +16.0% |
| 3M | +3.6% | -0.9% | +4.5% | +3.5% |
| 6M | +32.9% | +30.2% | +2.7% | +26.7% |
| YTD | +19.5% | +16.3% | +3.2% | +15.6% |
| 1Y | +16.5% | +27.0% | -10.4% | +11.1% |
| 3Y | +167.2% | +154.5% | +12.7% | +120.0% |
| 5Y | +48.2% | -1.1% | +49.3% | +35.5% |
| 10Y | +83.0% | +0.5% | +82.5% | +33.8% |
| All | +83.0% | +3.7% | +79.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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