+13.4%
MCD vs MMM
+164.6%
-151.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.5% |
| 7D | +5.9% | +5.8% | +0.2% | +5.1% |
| 30D | +19.6% | +17.9% | +1.7% | +17.0% |
| 3M | +3.3% | +3.6% | -0.3% | +2.6% |
| 6M | +3.5% | +32.9% | -29.4% | -0.5% |
| YTD | -6.1% | +19.5% | -25.6% | -8.6% |
| 1Y | -3.7% | +16.5% | -20.2% | -6.0% |
| 3Y | +13.4% | +167.2% | -153.8% | +7.0% |
| All | +13.4% | +164.6% | -151.3% | +7.0% |
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