-8.1%
MCD vs MMM
+14.7%
-22.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | -1.9% | -2.6% | +0.7% | -1.2% |
| 30D | +16.6% | +17.4% | -0.8% | +12.3% |
| 3M | +0.9% | +3.6% | -2.6% | -0.4% |
| 6M | +1.5% | +33.0% | -31.6% | -5.5% |
| YTD | -8.3% | +19.6% | -28.0% | -12.5% |
| 1Y | -8.1% | +14.0% | -22.2% | -11.5% |
| All | -8.1% | +14.7% | -22.9% | -11.5% |
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