+55.0%
MMM vs STRL
+7,193.7%
-7,138.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.7% |
| 7D | -3.3% | +3.4% | -6.7% | -3.8% |
| 30D | -7.0% | -9.2% | +2.2% | -5.9% |
| 3M | +10.8% | -51.0% | +61.9% | +21.4% |
| 6M | +5.8% | +15.8% | -10.0% | -2.4% |
| YTD | +6.8% | +58.9% | -52.1% | -7.3% |
| 1Y | +10.4% | +68.5% | -58.1% | -6.6% |
| 3Y | +104.7% | +485.2% | -380.5% | +30.3% |
| 5Y | +23.6% | +2,005.1% | -1,981.6% | -40.4% |
| All | +55.0% | +7,193.7% | -7,138.7% | -43.5% |
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