+98.3%
STM vs MMM
+10.2%
+88.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +12.0% | -0.4% | +12.4% | +12.2% |
| 30D | -0.4% | +12.1% | -12.5% | -6.1% |
| 3M | -13.2% | +1.4% | -14.6% | -13.2% |
| 6M | -26.1% | +26.6% | -52.6% | -36.0% |
| YTD | +81.2% | +16.8% | +64.4% | +59.6% |
| 1Y | +98.3% | +10.1% | +88.2% | +84.8% |
| All | +98.3% | +10.2% | +88.1% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling