+45.3%
MMM vs ALL
+143.1%
-97.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.1% |
| 7D | +6.2% | -1.9% | +8.1% | +7.0% |
| 30D | +14.2% | +13.8% | +0.4% | +9.6% |
| 3M | +2.9% | -7.0% | +9.9% | +5.2% |
| 6M | +27.6% | +18.0% | +9.5% | +19.3% |
| YTD | +17.3% | +24.2% | -6.9% | +7.2% |
| 1Y | +15.1% | +31.2% | -16.1% | +2.9% |
| 3Y | +157.1% | +107.5% | +49.6% | +92.9% |
| All | +45.3% | +143.1% | -97.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling