+165.3%
MMM vs ALL
+112.4%
+52.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | +18.4% | +13.8% | +4.6% | +14.1% |
| 3M | +4.5% | -2.8% | +7.2% | +5.3% |
| 6M | +33.4% | +23.7% | +9.8% | +23.1% |
| YTD | +20.0% | +27.3% | -7.3% | +9.0% |
| 1Y | +15.0% | +30.5% | -15.5% | +3.3% |
| All | +165.3% | +112.4% | +52.9% | +114.0% |
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