+97.9%
MMM vs BR
-5.1%
+103.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.6% | -5.0% | +2.4% | -0.9% |
| 30D | -9.3% | -2.5% | -6.8% | -8.7% |
| 3M | +5.6% | +13.5% | -7.9% | +0.4% |
| 6M | +9.5% | -9.4% | +18.9% | +14.3% |
| YTD | +4.1% | -23.3% | +27.4% | +18.9% |
| 1Y | +9.4% | -31.6% | +41.0% | +33.6% |
| All | +97.9% | -5.1% | +103.0% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling