-24.8%
U vs MMM
+61.3%
-86.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.2% |
| 7D | +32.3% | +5.8% | +26.6% | +27.4% |
| 30D | +9.7% | +17.9% | -8.2% | -1.1% |
| 3M | +19.6% | +3.6% | +16.0% | +16.2% |
| 6M | +82.6% | +32.9% | +49.7% | +51.3% |
| YTD | +16.4% | +19.5% | -3.0% | +2.2% |
| 1Y | +28.5% | +16.5% | +11.9% | +14.5% |
| 3Y | +103.8% | +167.2% | -63.4% | +2.2% |
| 5Y | -70.0% | +48.2% | -118.3% | -80.9% |
| All | -24.8% | +61.3% | -86.0% | -50.4% |
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