-15.8%
F vs MMM
+44.4%
-60.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +1.6% | +6.2% | -4.6% | -1.4% |
| 30D | +2.6% | +14.2% | -11.6% | -3.9% |
| 3M | -8.8% | +2.9% | -11.7% | -10.3% |
| 6M | +4.6% | +27.6% | -22.9% | -7.5% |
| YTD | -1.9% | +17.3% | -19.2% | -10.1% |
| 1Y | -0.8% | +15.1% | -15.8% | -8.2% |
| 3Y | +43.5% | +157.1% | -113.6% | -17.4% |
| All | -15.8% | +44.4% | -60.2% | -24.7% |
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