+2,812.9%
MMM vs SO
+5,976.4%
-3,163.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | -7.0% | -4.6% | -2.4% | -5.5% |
| 3M | +10.8% | -3.0% | +13.9% | +11.9% |
| 6M | +5.8% | -8.3% | +14.0% | +8.7% |
| YTD | +6.8% | +3.5% | +3.2% | +5.1% |
| 1Y | +10.4% | -0.9% | +11.3% | +10.1% |
| 3Y | +104.7% | +45.4% | +59.3% | +76.7% |
| 5Y | +23.6% | +59.6% | -36.1% | +2.8% |
| 10Y | +54.1% | +156.6% | -102.5% | +6.1% |
| All | +2,812.9% | +5,976.4% | -3,163.5% | +581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling