+4,407.5%
MU vs MMM
+74.0%
+4,333.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -1.9% |
| 7D | +12.8% | -0.4% | +13.2% | +13.1% |
| 30D | -14.9% | +12.1% | -27.0% | -21.4% |
| 3M | -18.0% | +1.4% | -19.5% | -19.7% |
| 6M | -3.1% | +26.6% | -29.7% | -17.9% |
| YTD | +172.9% | +16.8% | +156.1% | +140.6% |
| 1Y | +228.8% | +10.1% | +218.8% | +201.0% |
| 3Y | +950.8% | +158.4% | +792.4% | +426.1% |
| 5Y | +931.3% | +43.1% | +888.2% | +689.2% |
| All | +4,407.5% | +74.0% | +4,333.5% | +2,776.1% |
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 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