+2,285.7%
STM vs MMM
+1,818.3%
+467.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | -3.3% | +9.1% | +8.1% |
| 30D | -1.0% | -7.0% | +6.0% | +3.8% |
| 3M | -33.3% | +10.8% | -44.1% | -37.9% |
| 6M | +57.4% | +5.8% | +51.6% | +50.9% |
| YTD | +102.2% | +6.8% | +95.4% | +92.0% |
| 1Y | +99.6% | +10.4% | +89.2% | +84.1% |
| 3Y | +14.5% | +104.7% | -90.2% | -33.8% |
| 5Y | +21.4% | +23.6% | -2.2% | -2.1% |
| 10Y | +695.0% | +54.1% | +640.8% | +431.0% |
| All | +2,285.7% | +1,818.3% | +467.4% | +430.1% |
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