+158.4%
MMM vs A
+64.5%
+93.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +12.1% | 0.0% | +12.2% | +12.1% |
| 3M | +1.4% | +16.7% | -15.3% | -3.7% |
| 6M | +26.6% | +54.8% | -28.3% | +8.3% |
| YTD | +16.8% | +28.8% | -12.0% | +6.9% |
| 1Y | +10.1% | +19.3% | -9.2% | +3.8% |
| 3Y | +158.4% | +65.5% | +92.9% | +126.3% |
| All | +158.4% | +64.5% | +93.9% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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