+83.0%
MMM vs STRL
+4,310.8%
-4,227.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.0% | -13.1% | -0.1% |
| 7D | +5.8% | -13.3% | +19.1% | +6.7% |
| 30D | +17.9% | -43.3% | +61.3% | +26.2% |
| 3M | +3.6% | -46.9% | +50.5% | +11.4% |
| 6M | +32.9% | -65.6% | +98.5% | +49.8% |
| YTD | +19.5% | -5.1% | +24.6% | +9.7% |
| 1Y | +16.5% | -23.1% | +39.6% | +10.4% |
| 3Y | +167.2% | +346.8% | -179.7% | +71.3% |
| 5Y | +48.2% | +907.2% | -858.9% | -21.9% |
| 10Y | +83.0% | +3,988.2% | -3,905.2% | -28.6% |
| All | +83.0% | +4,310.8% | -4,227.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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