+465.1%
STM vs MMM
+74.0%
+391.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +12.0% | -0.4% | +12.4% | +12.3% |
| 30D | -0.4% | +12.1% | -12.5% | -7.4% |
| 3M | -13.2% | +1.4% | -14.6% | -14.6% |
| 6M | -26.1% | +26.6% | -52.6% | -36.4% |
| YTD | +81.2% | +16.8% | +64.4% | +62.9% |
| 1Y | +98.3% | +10.1% | +88.2% | +84.7% |
| 3Y | +16.7% | +158.4% | -141.7% | -38.2% |
| 5Y | -4.8% | +43.1% | -47.9% | -25.5% |
| All | +465.1% | +74.0% | +391.1% | +313.8% |
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 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