+83.0%
MMM vs STT
+211.9%
-128.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.6% |
| 7D | +5.8% | +0.9% | +4.8% | +5.4% |
| 30D | +17.9% | -2.3% | +20.3% | +19.0% |
| 3M | +3.6% | -7.0% | +10.6% | +6.4% |
| 6M | +32.9% | +15.5% | +17.4% | +24.9% |
| YTD | +19.5% | +35.6% | -16.1% | +5.0% |
| 1Y | +16.5% | +47.9% | -31.3% | -1.2% |
| 3Y | +167.2% | +181.1% | -13.9% | +75.0% |
| 5Y | +48.2% | +108.2% | -60.0% | +5.2% |
| 10Y | +83.0% | +201.0% | -118.0% | +12.3% |
| All | +83.0% | +211.9% | -128.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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