+29.4%
MMM vs S
-71.4%
+100.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.3% | -7.7% | +4.4% | -2.8% |
| 30D | -7.0% | -5.3% | -1.7% | -6.8% |
| 3M | +10.8% | +20.3% | -9.4% | +9.1% |
| 6M | +5.8% | +47.4% | -41.6% | +2.3% |
| YTD | +6.8% | +32.5% | -25.8% | +3.9% |
| 1Y | +10.4% | +9.5% | +0.9% | +8.8% |
| 3Y | +104.7% | +15.5% | +89.2% | +99.2% |
| All | +29.4% | -71.4% | +100.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling