+444.2%
V vs MMM
+88.0%
+356.2%
-36.4%
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% | -0.9% |
| 7D | -0.8% | +5.8% | -6.5% | -3.1% |
| 30D | +9.5% | +17.9% | -8.4% | +2.4% |
| 3M | +16.7% | +3.6% | +13.1% | +14.7% |
| 6M | +32.9% | +32.9% | 0.0% | +17.5% |
| YTD | +21.1% | +19.5% | +1.6% | +11.0% |
| 1Y | +26.6% | +16.5% | +10.1% | +17.3% |
| 3Y | +78.4% | +167.2% | -88.8% | +8.8% |
| 5Y | +105.5% | +48.2% | +57.2% | +67.8% |
| 10Y | +444.2% | +83.0% | +361.2% | +284.5% |
| All | +444.2% | +88.0% | +356.2% | +284.5% |
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