+58.8%
T vs MMM
+84.0%
-25.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.6% | +7.0% | -4.4% | +0.5% |
| 30D | -1.1% | +18.4% | -19.5% | -6.0% |
| 3M | -7.7% | +4.5% | -12.2% | -9.1% |
| 6M | -10.6% | +33.4% | -44.1% | -18.2% |
| YTD | -7.5% | +20.0% | -27.4% | -13.1% |
| 1Y | -7.4% | +15.0% | -22.5% | -12.0% |
| 3Y | +63.1% | +165.0% | -101.9% | +10.7% |
| 5Y | +55.2% | +47.9% | +7.3% | +33.2% |
| 10Y | +58.8% | +79.6% | -20.8% | +13.6% |
| All | +58.8% | +84.0% | -25.2% | +13.6% |
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