+21.6%
MCD vs MMM
+24.5%
-2.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -2.8% | -3.3% | +0.5% | -2.3% |
| 30D | -6.0% | -7.0% | +1.0% | -4.9% |
| 3M | -5.6% | +10.8% | -16.4% | -7.3% |
| 6M | -21.9% | +5.8% | -27.6% | -22.8% |
| YTD | -14.7% | +6.8% | -21.5% | -15.9% |
| 1Y | -17.3% | +10.4% | -27.6% | -19.0% |
| 3Y | -2.2% | +104.7% | -106.8% | -15.3% |
| All | +21.6% | +24.5% | -2.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling