+23.0%
MMM vs BR
-14.2%
+37.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.0% | +6.5% | +9.2% |
| 7D | +12.2% | +7.0% | +5.3% | +11.6% |
| 30D | +18.8% | +19.0% | -0.1% | +17.7% |
| 3M | +7.4% | +13.1% | -5.7% | +6.5% |
| 6M | +38.3% | +24.6% | +13.7% | +36.2% |
| YTD | +22.9% | -13.6% | +36.5% | +32.3% |
| 1Y | +23.0% | -13.1% | +36.1% | +33.7% |
| All | +23.0% | -14.2% | +37.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling