+3,144.9%
MMM vs B
+714.7%
+2,430.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | +5.9% | +4.3% | +1.6% | +5.7% |
| 30D | +14.7% | -0.9% | +15.7% | +14.8% |
| 3M | +3.6% | -1.4% | +4.9% | +3.6% |
| 6M | +32.7% | +5.0% | +27.7% | +32.2% |
| YTD | +18.9% | -5.8% | +24.8% | +18.9% |
| 1Y | +16.4% | +25.6% | -9.2% | +14.9% |
| 3Y | +159.8% | +161.6% | -1.8% | +147.4% |
| 5Y | +47.2% | +135.2% | -88.0% | +40.2% |
| 10Y | +86.5% | +170.7% | -84.3% | +75.0% |
| All | +3,144.9% | +714.7% | +2,430.2% | +3,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling