+45.3%
MMM vs O
+10.1%
+35.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +6.2% | +3.7% | +2.5% | +4.6% |
| 30D | +14.2% | +11.2% | +3.0% | +9.1% |
| 3M | +2.9% | -4.0% | +6.9% | +4.7% |
| 6M | +27.6% | -5.2% | +32.8% | +30.3% |
| YTD | +17.3% | +9.5% | +7.8% | +12.1% |
| 1Y | +15.1% | +10.6% | +4.5% | +9.4% |
| 3Y | +157.1% | +38.1% | +119.0% | +114.6% |
| All | +45.3% | +10.1% | +35.2% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling