+104.9%
MMM vs COMP
+215.9%
-111.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -7.0% | -13.3% | +6.3% | -5.6% |
| 3M | +10.8% | +41.1% | -30.3% | +6.0% |
| 6M | +5.8% | +17.2% | -11.4% | +2.4% |
| YTD | +6.8% | +5.2% | +1.6% | +4.0% |
| 1Y | +10.4% | +18.9% | -8.5% | +5.5% |
| All | +104.9% | +215.9% | -111.0% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling