+106.6%
MMM vs O
+31.6%
+75.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -7.0% | -1.9% | -5.1% | -6.4% |
| 3M | +10.8% | +3.8% | +7.0% | +9.2% |
| 6M | +5.8% | -4.7% | +10.5% | +7.4% |
| YTD | +6.8% | +12.5% | -5.7% | +2.3% |
| 1Y | +10.4% | +10.8% | -0.4% | +6.2% |
| All | +106.6% | +31.6% | +75.0% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling