+1,945.0%
STM vs MMM
+2,055.1%
-110.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -7.9% | +7.0% | -14.9% | -12.4% |
| 30D | -14.1% | +18.4% | -32.5% | -23.8% |
| 3M | -17.6% | +4.5% | -22.1% | -20.7% |
| 6M | -24.2% | +33.4% | -57.7% | -38.2% |
| YTD | +73.3% | +20.0% | +53.4% | +51.0% |
| 1Y | +90.1% | +15.0% | +75.1% | +70.3% |
| 3Y | +10.3% | +165.0% | -154.6% | -46.6% |
| 5Y | -5.7% | +47.9% | -53.7% | -33.0% |
| 10Y | +444.1% | +79.6% | +364.5% | +225.4% |
| All | +1,945.0% | +2,055.1% | -110.2% | +317.1% |
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