+188.0%
ON vs MMM
+978.2%
-790.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.3% | +7.7% |
| 7D | -1.4% | +5.8% | -7.2% | -6.0% |
| 30D | -10.9% | +17.9% | -28.8% | -22.1% |
| 3M | -14.9% | +3.6% | -18.4% | -17.7% |
| 6M | -33.0% | +32.9% | -65.9% | -46.7% |
| YTD | +27.6% | +19.5% | +8.1% | +9.2% |
| 1Y | +44.5% | +16.5% | +27.9% | +26.1% |
| 3Y | +7.4% | +167.2% | -159.8% | -54.6% |
| 5Y | +18.7% | +48.2% | -29.5% | -19.7% |
| 10Y | +516.0% | +83.0% | +432.9% | +240.6% |
| All | +188.0% | +978.2% | -790.3% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling