+208.1%
C vs MMM
+156.3%
+51.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.4% | +6.2% | -8.6% | -4.6% |
| 30D | -6.0% | +14.2% | -20.2% | -10.5% |
| 3M | -10.5% | +2.9% | -13.5% | -11.6% |
| 6M | -5.7% | +27.6% | -33.3% | -14.0% |
| YTD | +4.1% | +17.3% | -13.1% | -2.5% |
| 1Y | +20.5% | +15.1% | +5.4% | +13.6% |
| 3Y | +208.1% | +157.1% | +51.0% | +135.3% |
| All | +208.1% | +156.3% | +51.8% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling