+83.0%
MMM vs SO
+184.0%
-100.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.4% |
| 7D | +5.8% | -1.1% | +6.9% | +6.2% |
| 30D | +17.9% | +8.6% | +9.3% | +14.3% |
| 3M | +3.6% | +1.8% | +1.8% | +2.8% |
| 6M | +32.9% | +3.6% | +29.3% | +30.8% |
| YTD | +19.5% | +9.9% | +9.5% | +14.7% |
| 1Y | +16.5% | +5.7% | +10.8% | +13.5% |
| 3Y | +167.2% | +52.5% | +114.7% | +122.0% |
| 5Y | +48.2% | +77.3% | -29.1% | +15.3% |
| 10Y | +83.0% | +186.8% | -103.8% | +23.4% |
| All | +83.0% | +184.0% | -100.9% | +23.4% |
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