+157.1%
MMM vs ALL
+105.5%
+51.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | 0.0% |
| 7D | +6.2% | -1.9% | +8.1% | +6.9% |
| 30D | +14.2% | +13.8% | +0.4% | +10.1% |
| 3M | +2.9% | -7.0% | +9.9% | +5.1% |
| 6M | +27.6% | +18.0% | +9.5% | +19.6% |
| YTD | +17.3% | +24.2% | -6.9% | +7.4% |
| 1Y | +15.1% | +31.2% | -16.1% | +2.9% |
| 3Y | +157.1% | +107.5% | +49.6% | +98.8% |
| All | +157.1% | +105.5% | +51.6% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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