+78.1%
MMM vs Z
-19.3%
+97.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -0.8% | -4.9% | +4.1% | -0.2% |
| 30D | +14.4% | +3.0% | +11.5% | +13.9% |
| 3M | +1.8% | -13.4% | +15.2% | +3.1% |
| 6M | +31.3% | -27.3% | +58.6% | +35.3% |
| YTD | +18.0% | -57.8% | +75.8% | +28.8% |
| 1Y | +10.9% | -60.0% | +70.9% | +21.8% |
| 3Y | +160.6% | -21.5% | +182.1% | +162.0% |
| 5Y | +44.5% | -55.0% | +99.5% | +49.1% |
| All | +78.1% | -19.3% | +97.3% | +57.2% |
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