+75.6%
MMM vs MTB
+115.1%
-39.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.8% | +1.5% | -2.4% | -1.4% |
| 30D | +11.7% | +2.3% | +9.3% | +10.8% |
| 3M | +1.0% | -12.1% | +13.1% | +5.9% |
| 6M | +26.0% | +9.8% | +16.2% | +21.7% |
| YTD | +16.3% | +12.0% | +4.3% | +11.2% |
| 1Y | +9.6% | +22.0% | -12.4% | +1.5% |
| 3Y | +157.3% | +107.6% | +49.7% | +95.9% |
| 5Y | +42.5% | +61.9% | -19.4% | +15.1% |
| All | +75.6% | +115.1% | -39.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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