+54.6%
MMM vs IR
+334.2%
-279.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.8% | +4.3% | -5.1% | -2.4% |
| 30D | +14.4% | +8.1% | +6.3% | +10.9% |
| 3M | +1.8% | +0.7% | +1.1% | +1.2% |
| 6M | +31.3% | +16.6% | +14.7% | +23.0% |
| YTD | +18.0% | +7.8% | +10.2% | +13.3% |
| 1Y | +10.9% | +9.9% | +1.0% | +5.5% |
| 3Y | +160.6% | +25.2% | +135.4% | +133.5% |
| 5Y | +44.5% | +46.8% | -2.3% | +20.4% |
| All | +54.6% | +334.2% | -279.5% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling