+4,524.1%
MU vs MMM
+75.7%
+4,448.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | +21.6% | -0.8% | +22.5% | +22.2% |
| 30D | -16.2% | +14.4% | -30.6% | -23.6% |
| 3M | -12.4% | +1.8% | -14.2% | -14.3% |
| 6M | +4.2% | +31.3% | -27.1% | -13.6% |
| YTD | +180.0% | +18.0% | +162.0% | +145.3% |
| 1Y | +226.4% | +10.9% | +215.5% | +197.5% |
| 3Y | +969.7% | +160.6% | +809.1% | +432.8% |
| 5Y | +957.9% | +44.5% | +913.4% | +704.8% |
| All | +4,524.1% | +75.7% | +4,448.4% | +2,832.9% |
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