+7.2%
MMM vs SOLS
+17.1%
-9.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -10.7% | +0.9% | -11.5% | -10.7% |
| 3M | +4.3% | -20.7% | +24.9% | +6.5% |
| 6M | +5.9% | -17.7% | +23.6% | +7.0% |
| YTD | +3.2% | +27.1% | -24.0% | -1.3% |
| All | +7.2% | +17.1% | -9.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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