+44.5%
MMM vs S
-70.0%
+114.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.0% |
| 7D | -0.8% | +4.1% | -4.9% | -1.1% |
| 30D | +14.4% | -7.2% | +21.6% | +14.8% |
| 3M | +1.8% | 0.0% | +1.8% | +1.4% |
| 6M | +31.3% | +41.6% | -10.3% | +27.3% |
| YTD | +18.0% | +48.6% | -30.6% | +13.5% |
| 1Y | +10.9% | +30.0% | -19.2% | +7.6% |
| 3Y | +160.6% | +42.2% | +118.5% | +149.6% |
| 5Y | +44.5% | -70.8% | +115.3% | +40.3% |
| All | +44.5% | -70.0% | +114.5% | +40.3% |
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