+53.1%
MMM vs MKSI
+524.1%
-471.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -2.1% | +2.7% | -4.8% | -2.7% |
| 30D | -9.8% | -12.8% | +3.0% | -7.5% |
| 3M | +4.9% | -22.5% | +27.4% | +8.7% |
| 6M | +7.3% | +19.4% | -12.1% | +0.4% |
| YTD | +4.5% | +67.7% | -63.2% | -10.0% |
| 1Y | +5.4% | +131.4% | -126.0% | -16.5% |
| 3Y | +98.6% | +197.3% | -98.7% | +40.2% |
| 5Y | +27.4% | +87.0% | -59.6% | -4.0% |
| All | +53.1% | +524.1% | -471.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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