+44.5%
MMM vs SO
+76.6%
-32.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +14.4% | +4.9% | +9.5% | +12.5% |
| 3M | +1.8% | +0.8% | +1.0% | +1.4% |
| 6M | +31.3% | +0.6% | +30.7% | +30.7% |
| YTD | +18.0% | +8.7% | +9.3% | +13.8% |
| 1Y | +10.9% | +4.0% | +6.9% | +8.7% |
| 3Y | +160.6% | +50.6% | +110.0% | +113.0% |
| 5Y | +44.5% | +77.5% | -33.0% | +5.0% |
| All | +44.5% | +76.6% | -32.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling