+3,099.6%
MMM vs STT
+6,268.9%
-3,169.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +6.2% | -2.5% | +8.7% | +7.0% |
| 30D | +14.2% | -5.0% | +19.2% | +15.8% |
| 3M | +2.9% | -10.5% | +13.4% | +5.9% |
| 6M | +27.6% | +10.0% | +17.5% | +24.0% |
| YTD | +17.3% | +30.7% | -13.4% | +8.6% |
| 1Y | +15.1% | +43.8% | -28.7% | +3.8% |
| 3Y | +157.1% | +168.1% | -11.0% | +95.7% |
| 5Y | +45.1% | +101.4% | -56.3% | +16.8% |
| 10Y | +83.9% | +211.3% | -127.4% | +27.1% |
| All | +3,099.6% | +6,268.9% | -3,169.3% | +828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling