+36.9%
MMM vs S
-49.1%
+85.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +7.0% | +1.4% | +5.6% | +6.9% |
| 30D | +18.4% | -10.8% | +29.2% | +19.0% |
| 3M | +4.5% | +5.4% | -0.9% | +3.8% |
| 6M | +33.4% | +41.2% | -7.8% | +29.9% |
| YTD | +20.0% | +56.2% | -36.2% | +15.6% |
| 1Y | +15.0% | +36.3% | -21.3% | +11.8% |
| 3Y | +165.0% | +49.4% | +115.6% | +154.7% |
| 5Y | +47.9% | -66.9% | +114.8% | +41.8% |
| All | +36.9% | -49.1% | +85.9% | +34.0% |
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