+14.6%
MMM vs IR
+11.6%
+3.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.2% |
| 7D | +5.8% | +5.0% | +0.7% | +3.9% |
| 30D | +17.9% | +10.3% | +7.6% | +13.7% |
| 3M | +3.6% | -0.1% | +3.7% | +3.3% |
| 6M | +32.9% | +14.8% | +18.1% | +25.8% |
| YTD | +19.5% | +9.7% | +9.7% | +15.2% |
| All | +14.6% | +11.6% | +3.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling