+53.1%
MMM vs SU
+267.2%
-214.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.1% | +2.2% | -4.4% | -2.6% |
| 30D | -9.8% | +8.4% | -18.3% | -11.4% |
| 3M | +4.9% | +12.1% | -7.2% | +2.1% |
| 6M | +7.3% | +19.7% | -12.3% | +2.4% |
| YTD | +4.5% | +58.4% | -53.9% | -6.5% |
| 1Y | +5.4% | +67.2% | -61.9% | -7.0% |
| 3Y | +98.6% | +125.0% | -26.5% | +62.3% |
| 5Y | +27.4% | +355.1% | -327.7% | -14.1% |
| All | +53.1% | +267.2% | -214.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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