+49.3%
MMM vs RUN
-83.2%
+132.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.5% |
| 7D | -2.6% | +3.2% | -5.8% | -2.9% |
| 30D | +17.4% | +19.5% | -2.1% | +15.7% |
| 3M | +3.6% | -9.6% | +13.2% | +3.9% |
| 6M | +33.0% | -37.3% | +70.4% | +36.1% |
| YTD | +19.6% | -50.7% | +70.3% | +23.0% |
| 1Y | +14.0% | -54.1% | +68.1% | +17.6% |
| 3Y | +164.3% | -3.9% | +168.2% | +136.6% |
| 5Y | +49.3% | -84.4% | +133.7% | +47.9% |
| All | +49.3% | -83.2% | +132.6% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling