+82.6%
MMM vs CARR
+436.5%
-353.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.6% | +3.2% | -4.8% | -2.4% |
| 30D | -8.0% | -7.7% | -0.4% | -6.1% |
| 3M | +9.4% | -11.9% | +21.3% | +12.5% |
| 6M | +10.2% | +2.0% | +8.2% | +8.5% |
| YTD | +6.1% | +13.2% | -7.0% | +1.5% |
| 1Y | +10.8% | -8.5% | +19.3% | +11.8% |
| 3Y | +104.8% | +5.0% | +99.8% | +97.8% |
| 5Y | +27.0% | +12.0% | +15.1% | +16.6% |
| All | +82.6% | +436.5% | -353.9% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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