+54.7%
MMM vs RUN
+43.6%
+11.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.5% |
| 7D | -2.6% | -1.8% | -0.8% | -2.5% |
| 30D | -9.3% | -10.8% | +1.5% | -8.6% |
| 3M | +5.6% | -30.2% | +35.7% | +8.1% |
| 6M | +9.5% | -22.3% | +31.8% | +10.7% |
| YTD | +4.1% | -52.2% | +56.3% | +8.3% |
| 1Y | +9.4% | -45.1% | +54.5% | +11.8% |
| 3Y | +101.0% | -37.1% | +138.1% | +85.1% |
| 5Y | +26.1% | -80.3% | +106.4% | +23.1% |
| 10Y | +54.7% | +45.2% | +9.5% | +6.1% |
| All | +54.7% | +43.6% | +11.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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