-9.3%
MCD vs MMM
+10.2%
-19.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.6% | -0.4% | -1.3% | -1.5% |
| 30D | +14.1% | +12.1% | +2.0% | +11.1% |
| 3M | +0.6% | +1.4% | -0.8% | -0.1% |
| 6M | 0.0% | +26.6% | -26.6% | -5.6% |
| YTD | -9.3% | +16.8% | -26.1% | -12.9% |
| 1Y | -9.3% | +10.1% | -19.4% | -11.7% |
| All | -9.3% | +10.2% | -19.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling