+1,808.6%
STM vs MMM
+2,007.1%
-198.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.3% |
| 7D | -10.7% | +6.2% | -16.9% | -14.8% |
| 30D | -25.7% | +14.2% | -39.9% | -32.6% |
| 3M | -21.6% | +2.9% | -24.5% | -23.8% |
| 6M | -27.8% | +27.6% | -55.4% | -39.3% |
| YTD | +61.8% | +17.3% | +44.5% | +43.0% |
| 1Y | +78.1% | +15.1% | +63.0% | +59.4% |
| 3Y | +4.9% | +157.1% | -152.2% | -48.3% |
| 5Y | -14.3% | +45.1% | -59.4% | -38.4% |
| 10Y | +414.1% | +83.9% | +330.2% | +201.8% |
| All | +1,808.6% | +2,007.1% | -198.5% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling