+157.1%
MMM vs EW
+51.9%
+105.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +6.2% | +11.0% | -4.8% | +4.5% |
| 30D | +14.2% | +19.1% | -4.9% | +11.2% |
| 3M | +2.9% | +14.4% | -11.4% | +0.7% |
| 6M | +27.6% | +22.8% | +4.8% | +23.4% |
| YTD | +17.3% | +19.8% | -2.5% | +13.7% |
| 1Y | +15.1% | +23.9% | -8.8% | +11.0% |
| 3Y | +157.1% | +52.2% | +104.9% | +120.1% |
| All | +157.1% | +51.9% | +105.2% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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