+175.9%
SLV vs MMM
+88.0%
+87.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | +5.6% | +5.8% | -0.1% | +4.7% |
| 30D | -12.1% | +17.9% | -30.0% | -14.3% |
| 3M | -16.3% | +3.6% | -19.9% | -16.8% |
| 6M | -34.1% | +32.9% | -67.0% | -36.8% |
| YTD | -25.3% | +19.5% | -44.8% | -27.4% |
| 1Y | +9.6% | +16.5% | -6.9% | +6.8% |
| 3Y | +132.7% | +167.2% | -34.5% | +100.9% |
| 5Y | +113.7% | +48.2% | +65.4% | +98.5% |
| 10Y | +175.9% | +83.0% | +92.9% | +131.3% |
| All | +175.9% | +88.0% | +87.8% | +131.3% |
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