+49.3%
MMM vs CAPR
+219.7%
-170.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.5% |
| 7D | -2.6% | +25.8% | -28.4% | -2.8% |
| 30D | +17.4% | +50.2% | -32.8% | +16.9% |
| 3M | +3.6% | +185.5% | -181.9% | +2.4% |
| 6M | +33.0% | -64.8% | +97.9% | +33.3% |
| YTD | +19.6% | -61.1% | +80.8% | +19.7% |
| 1Y | +14.0% | +81.0% | -66.9% | +9.9% |
| 3Y | +164.3% | +300.7% | -136.4% | +134.6% |
| 5Y | +49.3% | +223.3% | -174.0% | +30.8% |
| All | +49.3% | +219.7% | -170.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling