+43.4%
MMM vs EW
-7.9%
+51.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -0.4% | +4.9% | -5.3% | -1.3% |
| 30D | +12.1% | +23.9% | -11.8% | +7.5% |
| 3M | +1.4% | +15.8% | -14.3% | -1.6% |
| 6M | +26.6% | +31.7% | -5.1% | +19.6% |
| YTD | +16.8% | +25.7% | -8.9% | +11.1% |
| 1Y | +10.1% | +24.4% | -14.3% | +4.9% |
| 3Y | +158.4% | +65.9% | +92.5% | +121.8% |
| All | +43.4% | -7.9% | +51.3% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling