+29.4%
MMM vs COMP
-31.2%
+60.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | +10.8% | +41.1% | -30.3% | +6.8% |
| 6M | +5.8% | +17.2% | -11.4% | +3.0% |
| YTD | +6.8% | +5.2% | +1.6% | +4.6% |
| 1Y | +10.4% | +18.9% | -8.5% | +6.5% |
| 3Y | +104.7% | +215.9% | -111.2% | +74.6% |
| All | +29.4% | -31.2% | +60.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling