+16,970.1%
MO vs MMM
+3,210.3%
+13,759.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -0.8% | -2.6% | +1.8% | 0.0% |
| 30D | +8.0% | +17.4% | -9.4% | +2.6% |
| 3M | +20.9% | +3.6% | +17.3% | +19.2% |
| 6M | +16.3% | +33.0% | -16.7% | +5.9% |
| YTD | +40.7% | +19.6% | +21.1% | +31.6% |
| 1Y | +41.5% | +14.0% | +27.4% | +34.2% |
| 3Y | +141.5% | +164.3% | -22.8% | +67.3% |
| 5Y | +153.1% | +49.3% | +103.7% | +109.0% |
| 10Y | +149.3% | +78.4% | +71.0% | +89.1% |
| All | +16,970.1% | +3,210.3% | +13,759.8% | +3,830.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 all: compounded portfolio wealth divided by compounded MMM 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…
all analysis · Full analysis span regression · 6 months rolling