+83.0%
MMM vs Z
-11.7%
+94.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.4% |
| 7D | +5.8% | -5.2% | +10.9% | +6.4% |
| 30D | +17.9% | +5.7% | +12.2% | +17.0% |
| 3M | +3.6% | -8.7% | +12.3% | +4.3% |
| 6M | +32.9% | -26.0% | +58.9% | +36.7% |
| YTD | +19.5% | -55.0% | +74.5% | +29.5% |
| 1Y | +16.5% | -58.0% | +74.5% | +27.2% |
| 3Y | +167.2% | -15.2% | +182.3% | +166.2% |
| 5Y | +48.2% | -53.8% | +102.0% | +52.3% |
| 10Y | +83.0% | -14.5% | +97.5% | +61.5% |
| All | +83.0% | -11.7% | +94.7% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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