+556.2%
MS vs MMM
+79.4%
+476.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -1.7% | -2.6% | +0.9% | -0.1% |
| 30D | +0.9% | +17.4% | -16.5% | -8.5% |
| 3M | -10.8% | +3.6% | -14.4% | -13.0% |
| 6M | +0.9% | +33.0% | -32.1% | -15.8% |
| YTD | +9.8% | +19.6% | -9.8% | -3.2% |
| 1Y | +17.1% | +14.0% | +3.0% | +6.2% |
| 3Y | +175.7% | +164.3% | +11.4% | +36.7% |
| 5Y | +125.9% | +49.3% | +76.5% | +68.0% |
| 10Y | +556.2% | +78.4% | +477.8% | +327.5% |
| All | +556.2% | +79.4% | +476.8% | +327.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling