+46.0%
F vs MMM
+105.0%
-58.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -3.3% | +8.6% | +6.6% |
| 30D | +4.6% | -7.0% | +11.6% | +7.4% |
| 3M | -3.7% | +10.8% | -14.5% | -7.4% |
| 6M | +16.8% | +5.8% | +11.0% | +13.9% |
| YTD | +15.3% | +6.8% | +8.5% | +11.9% |
| 1Y | +31.0% | +10.4% | +20.6% | +25.3% |
| All | +46.0% | +105.0% | -58.9% | +6.1% |
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