+36.3%
MMM vs S
-48.9%
+85.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.2% | +1.4% |
| 7D | +5.8% | +1.6% | +4.2% | +5.6% |
| 30D | +17.9% | -10.5% | +28.4% | +18.5% |
| 3M | +3.6% | +9.9% | -6.3% | +2.6% |
| 6M | +32.9% | +41.8% | -8.9% | +29.3% |
| YTD | +19.5% | +56.8% | -37.3% | +15.1% |
| 1Y | +16.5% | +39.0% | -22.5% | +13.1% |
| 3Y | +167.2% | +53.8% | +113.3% | +156.5% |
| 5Y | +48.2% | -68.6% | +116.8% | +41.9% |
| All | +36.3% | -48.9% | +85.2% | +33.5% |
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