+114.0%
MS vs MMM
+46.9%
+67.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.8% | -4.6% |
| 7D | -3.4% | +5.9% | -9.3% | -5.7% |
| 30D | -3.9% | +14.7% | -18.7% | -9.5% |
| 3M | -15.9% | +3.6% | -19.5% | -17.3% |
| 6M | -2.5% | +32.7% | -35.2% | -14.2% |
| YTD | +5.1% | +18.9% | -13.8% | -3.5% |
| 1Y | +13.0% | +16.4% | -3.4% | +4.6% |
| 3Y | +160.7% | +159.8% | +0.9% | +64.8% |
| 5Y | +114.0% | +47.2% | +66.9% | +75.6% |
| All | +114.0% | +46.9% | +67.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling