+90.8%
MMM vs RUN
-31.9%
+122.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.4% |
| 30D | -7.0% | -15.3% | +8.2% | -6.0% |
| 3M | +10.8% | -40.0% | +50.8% | +14.5% |
| 6M | +5.8% | -27.0% | +32.7% | +7.3% |
| YTD | +6.8% | -51.7% | +58.5% | +10.6% |
| 1Y | +10.4% | -45.9% | +56.3% | +12.8% |
| 3Y | +104.7% | -43.8% | +148.5% | +92.0% |
| 5Y | +23.6% | -80.5% | +104.0% | +20.7% |
| 10Y | +54.1% | +45.3% | +8.9% | +18.1% |
| All | +90.8% | -31.9% | +122.8% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling