+546.8%
ON vs MMM
+75.7%
+471.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.1% |
| 7D | +17.0% | -0.8% | +17.8% | +17.7% |
| 30D | -3.9% | +14.4% | -18.3% | -13.2% |
| 3M | -11.5% | +1.8% | -13.3% | -13.1% |
| 6M | -29.2% | +31.3% | -60.5% | -42.0% |
| YTD | +36.2% | +18.0% | +18.2% | +19.3% |
| 1Y | +49.6% | +10.9% | +38.8% | +37.2% |
| 3Y | +9.4% | +160.6% | -151.2% | -49.9% |
| 5Y | +25.8% | +44.5% | -18.7% | -5.9% |
| All | +546.8% | +75.7% | +471.0% | +293.6% |
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 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