+57.7%
MMM vs USFR
+28.0%
+29.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -8.0% | +0.3% | -8.3% | -8.3% |
| 3M | +9.4% | +1.0% | +8.4% | +8.4% |
| 6M | +10.2% | +1.9% | +8.3% | +8.3% |
| YTD | +6.1% | +2.7% | +3.5% | +3.6% |
| 1Y | +10.8% | +4.0% | +6.8% | +6.7% |
| 3Y | +104.8% | +14.0% | +90.7% | +81.3% |
| 5Y | +27.0% | +20.4% | +6.6% | +9.3% |
| All | +57.7% | +28.0% | +29.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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