+10.5%
MCD vs MMM
+156.3%
-145.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.3% |
| 7D | +7.1% | +6.2% | +0.9% | +6.2% |
| 30D | +19.8% | +14.2% | +5.6% | +17.6% |
| 3M | +0.8% | +2.9% | -2.1% | +0.3% |
| 6M | -1.3% | +27.6% | -28.9% | -4.6% |
| YTD | -7.8% | +17.3% | -25.0% | -10.0% |
| 1Y | -5.0% | +15.1% | -20.0% | -7.1% |
| 3Y | +10.5% | +157.1% | -146.6% | +3.4% |
| All | +10.5% | +156.3% | -145.7% | +3.4% |
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