+157.1%
MMM vs SO
+45.4%
+111.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +6.2% | -1.5% | +7.7% | +6.5% |
| 30D | +14.2% | +8.1% | +6.1% | +12.3% |
| 3M | +2.9% | +0.2% | +2.7% | +2.8% |
| 6M | +27.6% | +0.4% | +27.2% | +27.3% |
| YTD | +17.3% | +8.5% | +8.8% | +14.9% |
| 1Y | +15.1% | +4.9% | +10.1% | +13.6% |
| 3Y | +157.1% | +47.9% | +109.2% | +126.6% |
| All | +157.1% | +45.4% | +111.7% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling