+25.2%
MCD vs MMM
+48.8%
-23.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | +7.0% | +0.3% | +6.0% |
| 30D | +20.0% | +18.4% | +1.6% | +16.5% |
| 3M | +3.8% | +4.5% | -0.7% | +2.9% |
| 6M | +3.8% | +33.4% | -29.7% | -1.5% |
| YTD | -5.9% | +20.0% | -25.8% | -9.1% |
| 1Y | -3.2% | +15.0% | -18.3% | -6.0% |
| 3Y | +13.3% | +165.0% | -151.7% | -7.1% |
| 5Y | +25.2% | +47.9% | -22.7% | +20.0% |
| All | +25.2% | +48.8% | -23.6% | +20.0% |
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 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