+14.3%
MMM vs IR
+11.4%
+2.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +7.0% | +1.5% | +5.4% | +6.4% |
| 30D | +18.4% | +9.0% | +9.4% | +14.6% |
| 3M | +4.5% | -0.9% | +5.3% | +4.5% |
| 6M | +33.4% | +13.4% | +20.0% | +26.9% |
| YTD | +20.0% | +8.5% | +11.5% | +16.1% |
| All | +14.3% | +11.4% | +2.9% | +9.5% |
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