+45.6%
MMM vs COMP
-52.8%
+98.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.7% | +1.8% | +8.8% |
| 7D | +12.2% | +9.5% | +2.8% | +11.3% |
| 30D | +18.8% | +8.1% | +10.8% | +17.9% |
| 3M | +7.4% | -16.3% | +23.7% | +8.9% |
| 6M | +38.3% | +42.2% | -3.9% | +32.6% |
| YTD | +22.9% | -5.0% | +27.9% | +21.4% |
| 1Y | +23.0% | +20.1% | +2.9% | +18.9% |
| 3Y | +168.4% | +358.4% | -190.1% | +124.4% |
| 5Y | +53.0% | -21.9% | +74.9% | +31.2% |
| All | +45.6% | -52.8% | +98.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling