+45.3%
MMM vs COMP
-17.6%
+62.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -2.5% |
| 7D | +6.2% | +13.4% | -7.2% | +4.8% |
| 30D | +14.2% | +11.1% | +3.1% | +12.9% |
| 3M | +2.9% | -18.8% | +21.7% | +4.7% |
| 6M | +27.6% | +10.5% | +17.1% | +25.3% |
| YTD | +17.3% | -3.4% | +20.7% | +15.5% |
| 1Y | +15.1% | +19.7% | -4.6% | +11.0% |
| 3Y | +157.1% | +381.6% | -224.5% | +111.4% |
| All | +45.3% | -17.6% | +62.9% | +24.7% |
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