+79.6%
MMM vs STRL
+3,927.3%
-3,847.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +7.0% | -19.8% | +26.8% | +9.2% |
| 30D | +18.4% | -43.6% | +61.9% | +26.7% |
| 3M | +4.5% | -45.2% | +49.7% | +11.8% |
| 6M | +33.4% | -65.7% | +99.1% | +50.4% |
| YTD | +20.0% | -5.4% | +25.4% | +10.2% |
| 1Y | +15.0% | -24.7% | +39.7% | +9.4% |
| 3Y | +165.0% | +335.0% | -170.0% | +70.8% |
| 5Y | +47.9% | +915.3% | -867.4% | -22.1% |
| 10Y | +79.6% | +3,877.5% | -3,797.8% | -28.7% |
| All | +79.6% | +3,927.3% | -3,847.6% | -28.7% |
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