+78.8%
MMM vs SO
+194.6%
-115.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | +18.4% | +8.7% | +9.7% | +14.7% |
| 3M | +4.5% | +3.4% | +1.1% | +3.1% |
| 6M | +33.4% | +3.7% | +29.7% | +31.3% |
| YTD | +20.0% | +10.0% | +9.9% | +15.1% |
| 1Y | +15.0% | +6.6% | +8.4% | +11.6% |
| 3Y | +165.0% | +52.5% | +112.5% | +119.9% |
| 5Y | +47.9% | +76.1% | -28.1% | +15.2% |
| All | +78.8% | +194.6% | -115.8% | +18.4% |
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