+105.9%
C vs MMM
+44.4%
+61.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -2.4% | +6.2% | -8.6% | -4.9% |
| 30D | -6.0% | +14.2% | -20.2% | -11.3% |
| 3M | -10.5% | +2.9% | -13.5% | -11.9% |
| 6M | -5.7% | +27.6% | -33.3% | -15.4% |
| YTD | +4.1% | +17.3% | -13.1% | -3.6% |
| 1Y | +20.5% | +15.1% | +5.4% | +12.4% |
| 3Y | +208.1% | +157.1% | +51.0% | +99.5% |
| All | +105.9% | +44.4% | +61.5% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling