+1,876.2%
MMM vs ALL
+3,598.8%
-1,722.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +2.9% | -7.0% | +9.9% | +5.1% |
| 6M | +27.6% | +18.0% | +9.5% | +19.7% |
| YTD | +17.3% | +24.2% | -6.9% | +7.8% |
| 1Y | +15.1% | +31.2% | -16.1% | +3.7% |
| 3Y | +157.1% | +107.5% | +49.6% | +96.9% |
| 5Y | +45.1% | +144.8% | -99.7% | +3.4% |
| 10Y | +83.9% | +375.8% | -291.9% | +4.4% |
| All | +1,876.2% | +3,598.8% | -1,722.6% | +555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling