+992.7%
C vs MMM
+3,190.8%
-2,198.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.9% | -2.8% |
| 7D | -5.3% | +5.9% | -11.2% | -9.4% |
| 30D | -7.3% | +14.7% | -22.1% | -16.6% |
| 3M | -13.5% | +3.6% | -17.0% | -16.4% |
| 6M | -6.5% | +32.7% | -39.2% | -25.0% |
| YTD | +3.6% | +18.9% | -15.3% | -10.8% |
| 1Y | +18.9% | +16.4% | +2.5% | +3.8% |
| 3Y | +205.0% | +159.8% | +45.2% | +36.3% |
| 5Y | +109.4% | +47.2% | +62.2% | +39.6% |
| 10Y | +232.9% | +86.5% | +146.5% | +80.6% |
| All | +992.7% | +3,190.8% | -2,198.1% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling