+11.2%
MCD vs MMM
+159.9%
-148.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +8.0% | +5.9% | +2.2% | +7.1% |
| 30D | +19.6% | +14.7% | +4.9% | +17.4% |
| 3M | +2.2% | +3.6% | -1.4% | +1.5% |
| 6M | -1.1% | +32.7% | -33.9% | -4.9% |
| YTD | -7.2% | +18.9% | -26.2% | -9.7% |
| 1Y | -6.7% | +16.4% | -23.1% | -9.0% |
| All | +11.2% | +159.9% | -148.7% | +3.7% |
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 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