+392.6%
STM vs MMM
+82.0%
+310.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | -10.7% | +6.2% | -16.9% | -14.3% |
| 30D | -25.7% | +14.2% | -39.9% | -31.8% |
| 3M | -21.6% | +2.9% | -24.5% | -23.4% |
| 6M | -27.8% | +27.6% | -55.4% | -38.1% |
| YTD | +61.8% | +17.3% | +44.5% | +45.1% |
| 1Y | +78.1% | +15.1% | +63.0% | +61.6% |
| 3Y | +4.9% | +157.1% | -152.2% | -44.1% |
| 5Y | -14.3% | +45.1% | -59.4% | -33.5% |
| All | +392.6% | +82.0% | +310.6% | +288.3% |
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