-3.2%
MCD vs MMM
+16.9%
-20.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | +7.0% | +0.3% | +5.3% |
| 30D | +20.0% | +18.4% | +1.6% | +15.3% |
| 3M | +3.8% | +4.5% | -0.7% | +2.3% |
| 6M | +3.8% | +33.4% | -29.7% | -3.5% |
| YTD | -5.9% | +20.0% | -25.8% | -10.3% |
| 1Y | -3.2% | +15.0% | -18.3% | -6.9% |
| All | -3.2% | +16.9% | -20.1% | -6.9% |
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