+1,163.5%
C vs MMM
+2,854.2%
-1,690.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +3.6% | -3.3% | +6.9% | +6.1% |
| 30D | +0.1% | -7.0% | +7.1% | +5.4% |
| 3M | +2.4% | +10.8% | -8.4% | -5.3% |
| 6M | +24.9% | +5.8% | +19.2% | +18.9% |
| YTD | +19.8% | +6.8% | +13.0% | +12.4% |
| 1Y | +44.9% | +10.4% | +34.5% | +31.3% |
| 3Y | +263.0% | +104.7% | +158.3% | +94.3% |
| 5Y | +129.5% | +23.6% | +106.0% | +75.5% |
| 10Y | +291.6% | +54.1% | +237.5% | +146.6% |
| All | +1,163.5% | +2,854.2% | -1,690.6% | +28.3% |
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 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