+359.0%
MMM vs BR
+1,321.0%
-961.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.5% |
| 7D | -3.3% | -5.3% | +2.0% | -1.2% |
| 30D | -7.0% | +6.4% | -13.5% | -9.5% |
| 3M | +10.8% | +13.6% | -2.8% | +4.5% |
| 6M | +5.8% | -6.7% | +12.5% | +7.5% |
| YTD | +6.8% | -21.1% | +27.9% | +15.8% |
| 1Y | +10.4% | -29.6% | +39.9% | +25.5% |
| 3Y | +104.7% | -2.4% | +107.1% | +102.4% |
| 5Y | +23.6% | +11.2% | +12.3% | +13.9% |
| 10Y | +54.1% | +191.8% | -137.7% | -5.7% |
| All | +359.0% | +1,321.0% | -961.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling