+2,812.9%
MMM vs STT
+7,372.9%
-4,560.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -3.3% | +0.5% | -3.8% | -3.5% |
| 30D | -7.0% | +3.9% | -10.9% | -8.0% |
| 3M | +10.8% | +20.0% | -9.1% | +5.3% |
| 6M | +5.8% | +55.3% | -49.5% | -6.4% |
| YTD | +6.8% | +53.3% | -46.6% | -5.3% |
| 1Y | +10.4% | +74.7% | -64.3% | -5.6% |
| 3Y | +104.7% | +205.8% | -101.1% | +50.4% |
| 5Y | +23.6% | +145.0% | -121.4% | -5.7% |
| 10Y | +54.1% | +266.0% | -211.9% | +2.0% |
| All | +2,812.9% | +7,372.9% | -4,560.1% | +709.8% |
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