+38.4%
MMM vs COMP
-52.0%
+90.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +12.1% | +16.6% | -4.4% | +10.4% |
| 3M | +1.4% | -23.5% | +24.9% | +3.6% |
| 6M | +26.6% | +25.7% | +0.8% | +23.0% |
| YTD | +16.8% | -3.4% | +20.2% | +15.1% |
| 1Y | +10.1% | +7.6% | +2.5% | +7.3% |
| 3Y | +158.4% | +423.6% | -265.2% | +113.5% |
| 5Y | +43.1% | -10.6% | +53.7% | +22.4% |
| All | +38.4% | -52.0% | +90.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling