+78.1%
MMM vs O
+82.2%
-4.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +14.4% | +8.3% | +6.1% | +11.4% |
| 3M | +1.8% | -4.0% | +5.8% | +3.2% |
| 6M | +31.3% | -2.6% | +33.9% | +32.3% |
| YTD | +18.0% | +9.9% | +8.1% | +14.0% |
| 1Y | +10.9% | +9.8% | +1.0% | +7.1% |
| 3Y | +160.6% | +39.7% | +120.9% | +130.3% |
| 5Y | +44.5% | +9.2% | +35.3% | +38.2% |
| All | +78.1% | +82.2% | -4.1% | +44.2% |
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