+791.0%
MMM vs A
+546.2%
+244.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +14.2% | +3.4% | +10.9% | +13.3% |
| 3M | +2.9% | +23.8% | -20.9% | -2.2% |
| 6M | +27.6% | +49.0% | -21.4% | +15.6% |
| YTD | +17.3% | +29.4% | -12.1% | +9.5% |
| 1Y | +15.1% | +19.4% | -4.3% | +9.4% |
| 3Y | +157.1% | +66.2% | +90.9% | +125.0% |
| 5Y | +45.1% | +15.8% | +29.3% | +36.0% |
| 10Y | +83.9% | +326.1% | -242.2% | +30.4% |
| All | +791.0% | +546.2% | +244.7% | +397.4% |
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