+33.8%
MMM vs S
-52.7%
+86.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +6.2% | -13.4% | +19.6% | +7.0% |
| 30D | +14.2% | -14.0% | +28.2% | +15.1% |
| 3M | +2.9% | +4.9% | -2.0% | +2.2% |
| 6M | +27.6% | +42.0% | -14.5% | +24.1% |
| YTD | +17.3% | +45.1% | -27.9% | +13.5% |
| 1Y | +15.1% | +33.1% | -18.0% | +11.9% |
| 3Y | +157.1% | +40.6% | +116.5% | +148.1% |
| 5Y | +45.1% | -67.5% | +112.6% | +39.9% |
| All | +33.8% | -52.7% | +86.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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