+711.2%
MMM vs A
+457.0%
+254.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -3.3% | -1.9% | -1.4% | -2.9% |
| 30D | -7.0% | +6.9% | -13.9% | -8.5% |
| 3M | +10.8% | +9.2% | +1.6% | +8.4% |
| 6M | +5.8% | +25.7% | -19.9% | -0.3% |
| YTD | +6.8% | +11.5% | -4.8% | +3.3% |
| 1Y | +10.4% | +18.4% | -8.0% | +5.2% |
| 3Y | +104.7% | +26.6% | +78.1% | +90.4% |
| 5Y | +23.6% | -12.8% | +36.4% | +23.4% |
| 10Y | +54.1% | +247.2% | -193.1% | +14.4% |
| All | +711.2% | +457.0% | +254.1% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling