+45.3%
MMM vs IT
-43.2%
+88.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.7% |
| 7D | +6.2% | -16.9% | +23.1% | +9.3% |
| 30D | +14.2% | +2.3% | +11.9% | +13.6% |
| 3M | +2.9% | +2.9% | 0.0% | +1.8% |
| 6M | +27.6% | +25.9% | +1.7% | +20.3% |
| YTD | +17.3% | -24.6% | +41.9% | +23.1% |
| 1Y | +15.1% | -16.0% | +31.1% | +17.3% |
| 3Y | +157.1% | -51.6% | +208.7% | +202.2% |
| All | +45.3% | -43.2% | +88.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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