+83.0%
MMM vs O
+69.9%
+13.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +5.8% | +3.3% | +2.4% | +4.7% |
| 30D | +17.9% | +10.3% | +7.6% | +14.2% |
| 3M | +3.6% | -3.5% | +7.0% | +4.8% |
| 6M | +32.9% | -1.3% | +34.2% | +33.3% |
| YTD | +19.5% | +10.3% | +9.2% | +15.3% |
| 1Y | +16.5% | +10.4% | +6.1% | +12.4% |
| 3Y | +167.2% | +40.0% | +127.2% | +136.1% |
| 5Y | +48.2% | +12.4% | +35.9% | +40.6% |
| 10Y | +83.0% | +78.2% | +4.8% | +50.3% |
| All | +83.0% | +69.9% | +13.1% | +50.3% |
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