+53.8%
MMM vs SO
+156.9%
-103.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -1.6% | +1.0% | -2.6% | -2.0% |
| 30D | -8.0% | -3.2% | -4.8% | -6.9% |
| 3M | +9.4% | -1.7% | +11.1% | +9.9% |
| 6M | +10.2% | -7.2% | +17.4% | +13.0% |
| YTD | +6.1% | +4.6% | +1.5% | +3.9% |
| 1Y | +10.8% | +1.2% | +9.6% | +9.6% |
| 3Y | +104.8% | +45.3% | +59.5% | +73.2% |
| 5Y | +27.0% | +58.7% | -31.7% | +3.1% |
| 10Y | +53.8% | +155.9% | -102.1% | +7.6% |
| All | +53.8% | +156.9% | -103.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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