+5.8%
MMM vs B
-4.5%
+10.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.5% |
| 7D | -3.3% | -1.6% | -1.7% | -3.1% |
| 30D | -7.0% | +9.4% | -16.5% | -8.5% |
| 3M | +10.8% | +5.0% | +5.8% | +9.6% |
| 6M | +5.8% | -3.5% | +9.3% | +6.3% |
| All | +5.8% | -4.5% | +10.3% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling