+6,511.4%
MCD vs MMM
+3,190.8%
+3,320.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.2% |
| 7D | +8.0% | +5.9% | +2.2% | +6.1% |
| 30D | +19.6% | +14.7% | +4.9% | +14.6% |
| 3M | +2.2% | +3.6% | -1.4% | +0.9% |
| 6M | -1.1% | +32.7% | -33.9% | -9.9% |
| YTD | -7.2% | +18.9% | -26.2% | -12.8% |
| 1Y | -6.7% | +16.4% | -23.1% | -11.8% |
| 3Y | +11.6% | +159.8% | -148.2% | -21.4% |
| 5Y | +22.6% | +47.2% | -24.5% | +2.7% |
| 10Y | +218.4% | +86.5% | +131.9% | +137.8% |
| All | +6,511.4% | +3,190.8% | +3,320.5% | +1,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling