+43.3%
MA vs MMM
+105.0%
-61.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.7% | -3.3% | +0.6% | -1.9% |
| 30D | +1.5% | -7.0% | +8.6% | +3.2% |
| 3M | +20.4% | +10.8% | +9.6% | +17.3% |
| 6M | +11.1% | +5.8% | +5.4% | +9.3% |
| YTD | +2.0% | +6.8% | -4.8% | -0.2% |
| 1Y | -2.2% | +10.4% | -12.5% | -5.1% |
| All | +43.3% | +105.0% | -61.7% | +22.1% |
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