+535.7%
ON vs MMM
+84.0%
+451.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -4.1% | +7.0% | -11.1% | -8.8% |
| 30D | -10.2% | +18.4% | -28.6% | -20.8% |
| 3M | -12.7% | +4.5% | -17.2% | -15.8% |
| 6M | -32.5% | +33.4% | -66.0% | -45.4% |
| YTD | +28.6% | +20.0% | +8.6% | +11.4% |
| 1Y | +43.4% | +15.0% | +28.4% | +28.1% |
| 3Y | +3.3% | +165.0% | -161.7% | -53.2% |
| 5Y | +22.5% | +47.9% | -25.4% | -10.0% |
| 10Y | +535.7% | +79.6% | +456.1% | +287.3% |
| All | +535.7% | +84.0% | +451.7% | +287.3% |
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