+27.6%
MMM vs A
+46.4%
-18.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +14.2% | +3.4% | +10.9% | +14.0% |
| 3M | +2.9% | +23.8% | -20.9% | +2.0% |
| 6M | +27.6% | +49.0% | -21.4% | +27.6% |
| All | +27.6% | +46.4% | -18.8% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling