+53.8%
MMM vs O
+50.0%
+3.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -8.0% | -2.0% | -6.1% | -7.4% |
| 3M | +9.4% | +3.0% | +6.4% | +8.2% |
| 6M | +10.2% | -3.6% | +13.9% | +11.4% |
| YTD | +6.1% | +12.1% | -5.9% | +1.9% |
| 1Y | +10.8% | +8.9% | +1.9% | +7.3% |
| 3Y | +104.8% | +30.3% | +74.4% | +85.3% |
| 5Y | +27.0% | +13.7% | +13.3% | +19.9% |
| 10Y | +53.8% | +50.3% | +3.5% | +31.8% |
| All | +53.8% | +50.0% | +3.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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