+9.7%
F vs MMM
+33.1%
-23.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | 0.0% |
| 7D | +1.4% | +5.9% | -4.5% | -0.8% |
| 30D | +2.0% | +14.7% | -12.7% | -2.9% |
| 3M | -10.4% | +3.6% | -13.9% | -11.3% |
| 6M | +9.7% | +32.7% | -23.0% | -2.0% |
| All | +9.7% | +33.1% | -23.4% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling