+79.6%
MMM vs USFR
+28.5%
+51.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | +18.4% | +0.4% | +18.0% | +18.0% |
| 3M | +4.5% | +1.1% | +3.4% | +3.5% |
| 6M | +33.4% | +2.1% | +31.4% | +31.0% |
| YTD | +20.0% | +3.4% | +16.5% | +16.3% |
| 1Y | +15.0% | +4.1% | +10.9% | +10.9% |
| 3Y | +165.0% | +14.4% | +150.6% | +133.9% |
| 5Y | +47.9% | +21.4% | +26.5% | +26.5% |
| 10Y | +79.6% | +28.5% | +51.1% | +52.6% |
| All | +79.6% | +28.5% | +51.1% | +52.6% |
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