+44.9%
C vs MMM
+12.8%
+32.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +3.6% | -3.3% | +6.9% | +4.8% |
| 30D | +0.1% | -7.0% | +7.1% | +2.4% |
| 3M | +2.4% | +10.8% | -8.4% | -0.7% |
| 6M | +24.9% | +5.8% | +19.2% | +22.0% |
| YTD | +19.8% | +6.8% | +13.0% | +16.9% |
| 1Y | +44.9% | +10.4% | +34.5% | +39.7% |
| All | +44.9% | +12.8% | +32.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling