+54.7%
MMM vs PSX
+377.2%
-322.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.6% | +1.8% | -4.4% | -3.1% |
| 30D | -9.3% | +21.6% | -30.9% | -14.1% |
| 3M | +5.6% | +46.5% | -40.9% | -5.3% |
| 6M | +9.5% | +62.0% | -52.5% | -5.3% |
| YTD | +4.1% | +106.3% | -102.2% | -16.3% |
| 1Y | +9.4% | +103.0% | -93.6% | -11.9% |
| 3Y | +101.0% | +135.5% | -34.6% | +52.0% |
| 5Y | +26.1% | +368.5% | -342.4% | -24.4% |
| 10Y | +54.7% | +386.6% | -331.8% | -11.6% |
| All | +54.7% | +377.2% | -322.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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