+444.1%
STM vs MMM
+84.0%
+360.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -7.9% | +7.0% | -14.9% | -11.9% |
| 30D | -14.1% | +18.4% | -32.5% | -22.7% |
| 3M | -17.6% | +4.5% | -22.1% | -20.3% |
| 6M | -24.2% | +33.4% | -57.7% | -36.7% |
| YTD | +73.3% | +20.0% | +53.4% | +53.5% |
| 1Y | +90.1% | +15.0% | +75.1% | +72.6% |
| 3Y | +10.3% | +165.0% | -154.6% | -42.4% |
| 5Y | -5.7% | +47.9% | -53.7% | -27.7% |
| 10Y | +444.1% | +79.6% | +364.5% | +289.0% |
| All | +444.1% | +84.0% | +360.1% | +289.0% |
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