+79.6%
MMM vs MSCI
+789.3%
-709.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +7.0% | +2.7% | +4.3% | +6.3% |
| 30D | +18.4% | +16.2% | +2.2% | +13.7% |
| 3M | +4.5% | +17.1% | -12.6% | 0.0% |
| 6M | +33.4% | +13.0% | +20.4% | +27.9% |
| YTD | +20.0% | +15.8% | +4.2% | +13.4% |
| 1Y | +15.0% | +15.5% | -0.5% | +8.8% |
| 3Y | +165.0% | +32.3% | +132.7% | +137.1% |
| 5Y | +47.9% | +8.2% | +39.7% | +36.7% |
| 10Y | +79.6% | +800.7% | -721.1% | -9.9% |
| All | +79.6% | +789.3% | -709.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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