+39.9%
MMM vs IR
+288.5%
-248.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.3% |
| 7D | -3.3% | -2.8% | -0.5% | -2.3% |
| 30D | -7.0% | -15.1% | +8.1% | -1.2% |
| 3M | +10.8% | +6.1% | +4.8% | +8.0% |
| 6M | +5.8% | -16.8% | +22.6% | +12.4% |
| YTD | +6.8% | -3.5% | +10.3% | +7.1% |
| 1Y | +10.4% | -3.5% | +13.9% | +10.5% |
| 3Y | +104.7% | +9.5% | +95.2% | +92.9% |
| 5Y | +23.6% | +45.1% | -21.5% | +4.1% |
| All | +39.9% | +288.5% | -248.6% | -9.7% |
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