+8.0%
MMM vs BR
-31.2%
+39.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.2% | -6.0% | +2.7% | -2.8% |
| 30D | -10.7% | -0.9% | -9.8% | -10.6% |
| 3M | +4.3% | +16.4% | -12.1% | +2.9% |
| 6M | +5.9% | -8.2% | +14.1% | +6.8% |
| YTD | +3.2% | -23.2% | +26.4% | +13.7% |
| 1Y | +8.0% | -30.9% | +38.9% | +26.9% |
| All | +8.0% | -31.2% | +39.2% | +26.9% |
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