+157.1%
MMM vs B
+165.5%
-8.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +6.2% | +9.6% | -3.4% | +5.2% |
| 30D | +14.2% | +3.5% | +10.7% | +13.6% |
| 3M | +2.9% | -1.6% | +4.5% | +2.8% |
| 6M | +27.6% | -1.7% | +29.2% | +27.0% |
| YTD | +17.3% | -5.3% | +22.6% | +16.8% |
| 1Y | +15.1% | +27.2% | -12.1% | +12.2% |
| 3Y | +157.1% | +166.1% | -9.0% | +125.5% |
| All | +157.1% | +165.5% | -8.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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