+79.6%
MMM vs RF
+248.4%
-168.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +7.0% | +0.3% | +6.6% | +6.9% |
| 30D | +18.4% | +6.2% | +12.2% | +16.0% |
| 3M | +4.5% | -7.8% | +12.3% | +7.5% |
| 6M | +33.4% | +5.9% | +27.5% | +30.5% |
| YTD | +20.0% | +9.0% | +10.9% | +15.8% |
| 1Y | +15.0% | +19.3% | -4.2% | +7.6% |
| 3Y | +165.0% | +116.4% | +48.6% | +100.6% |
| 5Y | +47.9% | +46.0% | +1.9% | +24.4% |
| 10Y | +79.6% | +239.8% | -160.2% | +17.2% |
| All | +79.6% | +248.4% | -168.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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