+209.9%
ON vs MMM
+863.5%
-653.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +2.4% | -3.3% | +5.8% | +5.1% |
| 30D | -3.3% | -7.0% | +3.7% | +2.3% |
| 3M | -43.6% | +10.8% | -54.4% | -48.0% |
| 6M | +19.0% | +5.8% | +13.2% | +13.4% |
| YTD | +37.4% | +6.8% | +30.6% | +29.0% |
| 1Y | +54.8% | +10.4% | +44.4% | +40.9% |
| 3Y | -25.2% | +104.7% | -129.9% | -60.9% |
| 5Y | +62.7% | +23.6% | +39.2% | +27.7% |
| 10Y | +574.3% | +54.1% | +520.2% | +329.5% |
| All | +209.9% | +863.5% | -653.6% | -46.7% |
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