+416.4%
MMM vs CAPR
-99.1%
+515.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.4% |
| 7D | +6.2% | +41.1% | -34.9% | +5.9% |
| 30D | +14.2% | +11.1% | +3.1% | +14.1% |
| 3M | +2.9% | +115.3% | -112.4% | +2.2% |
| 6M | +27.6% | -73.8% | +101.4% | +28.0% |
| YTD | +17.3% | -68.8% | +86.1% | +17.5% |
| 1Y | +15.1% | +43.3% | -28.2% | +12.2% |
| 3Y | +157.1% | +214.7% | -57.6% | +147.1% |
| 5Y | +45.1% | +141.3% | -96.2% | +39.2% |
| 10Y | +83.9% | -67.0% | +150.9% | +73.1% |
| All | +416.4% | -99.1% | +515.5% | +382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling