+6,475.2%
MCD vs MMM
+3,144.9%
+3,330.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | +7.1% | +6.2% | +0.9% | +5.1% |
| 30D | +19.8% | +14.2% | +5.6% | +14.9% |
| 3M | +0.8% | +2.9% | -2.1% | -0.2% |
| 6M | -1.3% | +27.6% | -28.9% | -8.9% |
| YTD | -7.8% | +17.3% | -25.0% | -12.9% |
| 1Y | -5.0% | +15.1% | -20.0% | -9.8% |
| 3Y | +10.5% | +157.1% | -146.6% | -21.9% |
| 5Y | +22.0% | +45.1% | -23.1% | +2.5% |
| 10Y | +216.7% | +83.9% | +132.8% | +137.5% |
| All | +6,475.2% | +3,144.9% | +3,330.3% | +1,395.3% |
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